+354.8%
IGV vs SLB
-15.8%
+370.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.9% | +1.7% | +2.5% |
| 7D | -0.4% | -3.7% | +3.3% | +0.2% |
| 30D | -9.9% | +2.9% | -12.9% | -10.4% |
| 3M | -1.2% | +0.2% | -1.4% | -1.5% |
| 6M | +11.3% | -4.4% | +15.8% | +11.5% |
| YTD | -4.0% | +33.4% | -37.4% | -9.8% |
| 1Y | -7.3% | +40.8% | -48.1% | -13.8% |
| 3Y | +42.8% | +3.2% | +39.6% | +38.0% |
| 5Y | +13.7% | +64.8% | -51.2% | -1.4% |
| 10Y | +354.8% | -16.6% | +371.3% | +307.9% |
| All | +354.8% | -15.8% | +370.6% | +307.9% |
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 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