+973.2%
IGV vs SLB
+285.6%
+687.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | +0.8% | -5.3% | -4.8% |
| 30D | +3.2% | +15.8% | -12.6% | -1.0% |
| 3M | +4.5% | -0.3% | +4.9% | +4.0% |
| 6M | +22.1% | +21.3% | +0.8% | +14.4% |
| YTD | -1.0% | +52.3% | -53.3% | -13.5% |
| 1Y | -2.1% | +63.6% | -65.7% | -16.4% |
| 3Y | +44.6% | +3.8% | +40.8% | +37.1% |
| 5Y | +22.2% | +128.6% | -106.5% | -13.2% |
| 10Y | +364.7% | -3.1% | +367.8% | +287.2% |
| All | +973.2% | +285.6% | +687.6% | +363.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling