-16.6%
SLB vs IAG
+326.7%
-343.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +5.8% | -4.8% | +0.3% |
| 7D | -3.7% | +24.0% | -27.7% | -5.9% |
| 30D | +2.9% | +5.5% | -2.6% | +2.1% |
| 3M | +0.2% | +8.3% | -8.1% | -1.0% |
| 6M | -4.4% | +6.1% | -10.5% | -5.8% |
| YTD | +33.4% | +20.3% | +13.1% | +28.6% |
| 1Y | +40.8% | +56.5% | -15.7% | +31.7% |
| 3Y | +3.2% | +762.6% | -759.4% | -23.3% |
| 5Y | +64.8% | +546.3% | -481.5% | +20.3% |
| 10Y | -16.6% | +356.1% | -372.6% | -39.1% |
| All | -16.6% | +326.7% | -343.2% | -39.1% |
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