+2.1%
SLB vs IAG
+790.4%
-788.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | +15.8% | +28.9% | -13.1% | +13.5% |
| 3M | -0.3% | +19.1% | -19.5% | -1.9% |
| 6M | +21.3% | -10.3% | +31.6% | +21.5% |
| YTD | +52.3% | +24.2% | +28.1% | +48.7% |
| 1Y | +63.6% | +116.5% | -52.9% | +52.9% |
| All | +2.1% | +790.4% | -788.3% | -19.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling