+115.5%
IBM vs SLB
+132.5%
-17.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | +0.1% |
| 7D | -0.3% | +0.8% | -1.1% | -0.5% |
| 30D | +0.3% | +15.8% | -15.5% | -1.9% |
| 3M | -21.6% | -0.3% | -21.3% | -21.7% |
| 6M | -4.7% | +21.3% | -26.0% | -7.8% |
| YTD | -19.1% | +52.3% | -71.4% | -24.8% |
| 1Y | -2.5% | +63.6% | -66.1% | -10.6% |
| 3Y | +74.2% | +3.8% | +70.4% | +68.3% |
| All | +115.5% | +132.5% | -17.0% | +77.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling