+11.2%
IGV vs SLB
+65.5%
-54.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | -5.2% | -7.1% | +1.9% | -4.2% |
| 30D | -10.0% | +4.1% | -14.1% | -10.5% |
| 3M | -0.5% | -2.6% | +2.1% | -0.4% |
| 6M | +12.6% | -8.6% | +21.2% | +13.5% |
| YTD | -6.4% | +32.2% | -38.6% | -11.5% |
| 1Y | -9.5% | +40.7% | -50.2% | -15.4% |
| 3Y | +41.7% | -4.5% | +46.2% | +37.2% |
| All | +11.2% | +65.5% | -54.3% | +1.8% |
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