+130.8%
SLB vs IAG
+764.1%
-633.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.4% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | +15.8% | +28.9% | -13.1% | +12.0% |
| 3M | -0.3% | +19.1% | -19.5% | -3.0% |
| 6M | +21.3% | -10.3% | +31.6% | +21.7% |
| YTD | +52.3% | +24.2% | +28.1% | +45.7% |
| 1Y | +63.6% | +116.5% | -52.9% | +44.6% |
| 3Y | +3.8% | +742.8% | -739.0% | -29.3% |
| All | +130.8% | +764.1% | -633.4% | +36.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling