-88.4%
RIG vs IBB
+580.2%
-668.7%
-99.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.2% |
| 7D | -2.6% | -1.4% | -1.2% | -1.7% |
| 30D | -5.2% | +6.8% | -12.0% | -9.2% |
| 3M | -8.6% | +9.2% | -17.8% | -14.3% |
| 6M | -18.9% | +28.3% | -47.3% | -31.8% |
| YTD | +28.6% | +29.4% | -0.8% | +7.1% |
| 1Y | +25.5% | +33.2% | -7.6% | +2.7% |
| 3Y | -20.2% | +90.2% | -110.3% | -47.7% |
| 5Y | +53.9% | +44.0% | +9.9% | +18.8% |
| 10Y | -48.8% | +133.1% | -181.9% | -68.9% |
| All | -88.4% | +580.2% | -668.7% | -97.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling