-2.6%
SLB vs IAG
+401.0%
-403.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.1% | -2.2% | -0.3% |
| 7D | -1.9% | +1.7% | -3.5% | -2.0% |
| 30D | +7.8% | +11.4% | -3.7% | +6.5% |
| 3M | +2.7% | +33.0% | -30.4% | -0.8% |
| 6M | +22.2% | -6.0% | +28.2% | +21.8% |
| YTD | +51.1% | +24.6% | +26.5% | +45.5% |
| 1Y | +63.3% | +105.0% | -41.6% | +48.4% |
| 3Y | +2.4% | +837.9% | -835.5% | -24.3% |
| 5Y | +139.3% | +817.0% | -677.6% | +70.4% |
| 10Y | -2.6% | +425.3% | -427.9% | -30.3% |
| All | -2.6% | +401.0% | -403.6% | -30.3% |
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