-13.3%
IBM vs SLB
+45.4%
-58.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.1% | +2.8% | +1.8% |
| 7D | +0.4% | -4.1% | +4.5% | +0.7% |
| 30D | +14.8% | +2.5% | +12.2% | +14.6% |
| 3M | +8.9% | +2.0% | +6.9% | +8.7% |
| 6M | +12.4% | -6.3% | +18.8% | +12.5% |
| YTD | -12.4% | +36.5% | -48.9% | -16.7% |
| 1Y | -13.3% | +46.2% | -59.5% | -18.7% |
| All | -13.3% | +45.4% | -58.7% | -18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SLB.
Daily Out/Under-Performance
Portfolio return minus SLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SLB 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 1y: compounded portfolio wealth divided by compounded SLB 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…
1y analysis · Full analysis span regression · 6 months rolling