-29.6%
RIG vs IBB
+64.8%
-94.4%
-75.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -0.2% |
| 7D | -2.7% | -1.7% | -1.0% | -1.6% |
| 30D | +9.5% | +4.9% | +4.6% | +5.8% |
| 3M | -6.6% | +24.2% | -30.9% | -20.0% |
| 6M | -2.9% | +23.8% | -26.7% | -17.8% |
| YTD | +39.5% | +23.0% | +16.5% | +19.0% |
| 1Y | +82.3% | +46.2% | +36.1% | +34.8% |
| 3Y | -29.6% | +64.8% | -94.4% | -52.5% |
| All | -29.6% | +64.8% | -94.4% | -52.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling