+76.9%
IVV vs SLB
+1.2%
+75.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.2% |
| 7D | -0.6% | -4.3% | +3.7% | +0.2% |
| 30D | -3.7% | +1.9% | -5.6% | -4.1% |
| 3M | -2.7% | -5.7% | +3.0% | -1.9% |
| 6M | +2.2% | -5.3% | +7.6% | +2.7% |
| YTD | +10.9% | +32.2% | -21.3% | +2.4% |
| 1Y | +11.3% | +38.5% | -27.2% | +1.5% |
| 3Y | +76.9% | +1.1% | +75.8% | +66.4% |
| All | +76.9% | +1.2% | +75.7% | +66.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling