-13.1%
SLB vs IAG
+389.3%
-402.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.1% | +0.4% | +1.4% |
| 7D | +3.5% | -7.7% | +11.2% | +4.3% |
| 30D | +6.5% | +1.6% | +4.9% | +6.1% |
| 3M | -0.2% | -2.4% | +2.2% | -0.4% |
| 6M | -5.7% | -7.8% | +2.1% | -5.8% |
| YTD | +36.8% | +5.0% | +31.8% | +33.7% |
| 1Y | +45.8% | +25.7% | +20.1% | +39.6% |
| 3Y | +3.4% | +694.5% | -691.1% | -22.7% |
| 5Y | +76.1% | +421.7% | -345.5% | +31.2% |
| All | -13.1% | +389.3% | -402.3% | -36.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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