+735.8%
IVV vs SLB
+106.6%
+629.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.4% | -3.7% | -0.7% | -3.4% |
| 7D | -4.8% | -7.7% | +3.0% | -2.6% |
| 30D | -5.9% | -0.7% | -5.2% | -5.9% |
| 3M | -4.5% | 0.0% | -4.5% | -5.0% |
| 6M | +1.8% | -10.4% | +12.3% | +3.9% |
| YTD | +8.4% | +31.5% | -23.1% | -1.6% |
| 1Y | +9.4% | +39.1% | -29.7% | -2.5% |
| 3Y | +75.3% | -5.7% | +81.0% | +70.7% |
| 5Y | +67.8% | +65.4% | +2.3% | +31.3% |
| 10Y | +314.2% | -15.6% | +329.7% | +256.2% |
| All | +735.8% | +106.6% | +629.2% | +357.9% |
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 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