-47.9%
RIG vs IBB
+126.8%
-174.6%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -0.4% | +4.6% | +4.5% |
| 7D | +5.7% | -0.5% | +6.3% | +6.0% |
| 30D | -0.7% | +4.6% | -5.3% | -4.7% |
| 3M | -3.1% | +6.8% | -10.0% | -9.7% |
| 6M | -16.3% | +23.1% | -39.4% | -31.7% |
| YTD | +34.1% | +26.0% | +8.1% | +6.3% |
| 1Y | +38.2% | +30.4% | +7.8% | +6.2% |
| 3Y | -15.3% | +85.4% | -100.7% | -53.0% |
| 5Y | +62.5% | +39.7% | +22.7% | +14.9% |
| All | -47.9% | +126.8% | -174.6% | -74.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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