+140.8%
SLB vs IBB
+566.2%
-425.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.7% | -1.2% | -0.4% |
| 7D | -7.1% | -1.8% | -5.3% | -6.2% |
| 30D | +4.1% | +5.1% | -1.0% | +1.1% |
| 3M | -2.6% | +10.7% | -13.4% | -8.5% |
| 6M | -8.6% | +22.9% | -31.4% | -19.3% |
| YTD | +32.2% | +26.7% | +5.5% | +14.4% |
| 1Y | +40.7% | +35.1% | +5.5% | +17.4% |
| 3Y | -4.5% | +80.2% | -84.7% | -32.7% |
| 5Y | +66.4% | +37.8% | +28.5% | +32.2% |
| 10Y | -15.1% | +161.2% | -176.3% | -53.3% |
| All | +140.8% | +566.2% | -425.4% | -42.3% |
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