+219.9%
SLV vs IBKR
+1,011.6%
-791.8%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.2% | -1.1% | +0.8% |
| 7D | -2.8% | -1.3% | -1.5% | -2.7% |
| 30D | -1.6% | -0.2% | -1.4% | -1.6% |
| 3M | -4.4% | +3.0% | -7.4% | -4.8% |
| 6M | -25.4% | +33.9% | -59.3% | -27.5% |
| YTD | -9.8% | +42.5% | -52.3% | -12.4% |
| 1Y | +53.8% | +44.9% | +8.9% | +49.1% |
| 3Y | +174.7% | +293.0% | -118.3% | +153.9% |
| 5Y | +164.3% | +497.7% | -333.3% | +136.8% |
| All | +219.9% | +1,011.6% | -791.8% | +196.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded IBKR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling