-14.2%
SLB vs IBB
+133.2%
-147.4%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.4% | +1.7% | +1.9% |
| 7D | -1.2% | -1.4% | +0.2% | -0.5% |
| 30D | +4.5% | +6.8% | -2.3% | +0.7% |
| 3M | -4.6% | +9.2% | -13.8% | -9.7% |
| 6M | -6.3% | +28.3% | -34.6% | -19.3% |
| YTD | +35.0% | +29.4% | +5.6% | +15.2% |
| 1Y | +38.8% | +33.2% | +5.6% | +16.5% |
| 3Y | +3.3% | +90.2% | -86.9% | -30.3% |
| 5Y | +73.6% | +44.0% | +29.6% | +34.9% |
| 10Y | -14.2% | +133.1% | -147.3% | -50.1% |
| All | -14.2% | +133.2% | -147.4% | -50.1% |
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