+299.4%
SLB vs IAG
+377.5%
-78.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.5% |
| 7D | +0.8% | -0.5% | +1.4% | +0.9% |
| 30D | +15.8% | +28.9% | -13.1% | +11.1% |
| 3M | -0.3% | +19.1% | -19.5% | -3.7% |
| 6M | +21.3% | -10.3% | +31.6% | +21.5% |
| YTD | +52.3% | +24.2% | +28.1% | +44.1% |
| 1Y | +63.6% | +116.5% | -52.9% | +40.9% |
| 3Y | +3.8% | +742.8% | -739.0% | -31.4% |
| 5Y | +128.6% | +753.3% | -624.7% | +43.3% |
| 10Y | -3.1% | +403.2% | -406.3% | -41.7% |
| All | +299.4% | +377.5% | -78.1% | +85.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling