+139.4%
SLB vs IBB
+554.8%
-415.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -5.0% | +1.3% | -1.0% |
| 7D | -7.7% | -3.6% | -4.1% | -6.0% |
| 30D | -0.7% | +3.4% | -4.1% | -2.7% |
| 3M | 0.0% | +9.5% | -9.5% | -5.5% |
| 6M | -10.4% | +23.3% | -33.7% | -21.1% |
| YTD | +31.5% | +24.5% | +6.9% | +14.8% |
| 1Y | +39.1% | +32.9% | +6.2% | +17.1% |
| 3Y | -5.7% | +76.6% | -82.3% | -32.8% |
| 5Y | +65.4% | +35.5% | +29.9% | +32.7% |
| 10Y | -15.6% | +156.7% | -172.3% | -53.1% |
| All | +139.4% | +554.8% | -415.4% | -42.1% |
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 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