+147.3%
IBM vs SLB
-12.7%
+160.0%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.5% | -0.5% | +0.7% |
| 7D | +1.6% | +3.5% | -1.9% | +0.8% |
| 30D | +9.2% | +6.5% | +2.7% | +7.6% |
| 3M | +4.9% | -0.2% | +5.2% | +4.7% |
| 6M | +16.8% | -5.7% | +22.5% | +17.5% |
| YTD | -14.3% | +36.8% | -51.1% | -21.6% |
| 1Y | -16.7% | +45.8% | -62.5% | -25.0% |
| 3Y | +82.2% | +3.4% | +78.9% | +74.5% |
| 5Y | +149.9% | +76.1% | +73.8% | +98.5% |
| All | +147.3% | -12.7% | +160.0% | +101.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling