+151.9%
IWM vs SLB
-14.8%
+166.7%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.2% |
| 7D | -0.3% | -1.2% | +0.8% | +0.1% |
| 30D | +1.9% | +4.5% | -2.6% | +0.3% |
| 3M | -5.7% | -4.6% | -1.1% | -4.8% |
| 6M | -0.3% | -6.3% | +6.0% | +0.6% |
| YTD | +15.8% | +35.0% | -19.2% | +2.9% |
| 1Y | +17.1% | +38.8% | -21.7% | +3.0% |
| 3Y | +73.1% | +3.3% | +69.8% | +64.3% |
| 5Y | +25.9% | +73.6% | -47.8% | -5.0% |
| 10Y | +151.9% | -14.2% | +166.1% | +101.2% |
| All | +151.9% | -14.8% | +166.7% | +101.2% |
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