+144.7%
IBM vs SLB
+64.2%
+80.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.0% | +1.0% | +0.2% |
| 7D | -1.5% | -4.3% | +2.8% | -0.9% |
| 30D | +8.4% | +1.9% | +6.5% | +8.1% |
| 3M | +4.2% | -5.7% | +9.9% | +4.9% |
| 6M | +7.9% | -5.3% | +13.3% | +8.3% |
| YTD | -15.2% | +32.2% | -47.3% | -19.5% |
| 1Y | -18.7% | +38.5% | -57.2% | -23.5% |
| 3Y | +79.2% | +1.1% | +78.1% | +73.9% |
| 5Y | +144.7% | +70.3% | +74.5% | +113.0% |
| All | +144.7% | +64.2% | +80.5% | +113.0% |
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