+73.0%
IWM vs SLB
+3.3%
+69.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.1% | -1.2% | +0.3% |
| 7D | -0.3% | -1.2% | +0.8% | +0.1% |
| 30D | +1.9% | +4.5% | -2.6% | +0.4% |
| 3M | -5.7% | -4.6% | -1.1% | -4.8% |
| 6M | -0.3% | -6.3% | +6.0% | +0.8% |
| YTD | +15.8% | +35.0% | -19.2% | +1.4% |
| 1Y | +17.1% | +38.8% | -21.7% | +1.3% |
| All | +73.0% | +3.3% | +69.7% | +66.6% |
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