-41.9%
RIG vs IBB
+122.2%
-164.2%
-95.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.9% | 0.0% | -0.1% |
| 7D | -8.2% | -3.9% | -4.3% | -5.2% |
| 30D | -0.2% | +2.7% | -2.9% | -2.9% |
| 3M | -2.7% | +21.4% | -24.1% | -18.1% |
| 6M | -7.5% | +20.1% | -27.5% | -22.6% |
| YTD | +38.3% | +21.9% | +16.4% | +14.3% |
| 1Y | +81.8% | +44.1% | +37.7% | +30.0% |
| 3Y | -30.2% | +63.4% | -93.6% | -55.7% |
| 5Y | +59.9% | +19.8% | +40.2% | +32.2% |
| 10Y | -41.9% | +127.0% | -168.9% | -69.4% |
| All | -41.9% | +122.2% | -164.2% | -69.4% |
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