+155.4%
IWM vs SLB
-16.9%
+172.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.4% |
| 7D | +0.3% | -4.3% | +4.6% | +1.7% |
| 30D | +0.6% | +1.9% | -1.4% | -0.2% |
| 3M | -6.2% | -5.7% | -0.5% | -4.9% |
| 6M | -0.8% | -5.3% | +4.6% | -0.3% |
| YTD | +14.8% | +32.2% | -17.4% | +2.7% |
| 1Y | +16.1% | +38.5% | -22.4% | +2.2% |
| 3Y | +71.5% | +1.1% | +70.4% | +63.9% |
| 5Y | +25.8% | +70.3% | -44.5% | -4.5% |
| 10Y | +155.4% | -17.3% | +172.7% | +104.4% |
| All | +155.4% | -16.9% | +172.3% | +104.4% |
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 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