-3.3%
SLB vs IBB
+132.1%
-135.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.1% | +0.6% |
| 7D | +0.8% | +1.4% | -0.6% | +0.1% |
| 30D | +15.8% | +10.5% | +5.3% | +9.5% |
| 3M | -0.3% | +23.6% | -24.0% | -11.7% |
| 6M | +21.3% | +22.6% | -1.3% | +7.6% |
| YTD | +52.3% | +25.7% | +26.6% | +33.0% |
| 1Y | +63.6% | +51.4% | +12.2% | +28.5% |
| 3Y | +3.8% | +64.4% | -60.6% | -23.2% |
| 5Y | +128.6% | +22.1% | +106.5% | +98.6% |
| All | -3.3% | +132.1% | -135.4% | -41.1% |
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