+78.0%
IBM vs SLB
+1.2%
+76.8%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.3% | -0.5% |
| 7D | -2.2% | -4.3% | +2.1% | -1.6% |
| 30D | +7.7% | +1.9% | +5.7% | +7.3% |
| 3M | +3.5% | -5.7% | +9.2% | +4.2% |
| 6M | +7.2% | -5.3% | +12.5% | +7.6% |
| YTD | -15.8% | +32.2% | -47.9% | -21.1% |
| 1Y | -19.3% | +38.5% | -57.8% | -25.2% |
| 3Y | +78.0% | +1.1% | +76.8% | +70.9% |
| All | +78.0% | +1.2% | +76.8% | +70.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling