+246.7%
SLB vs IAG
+337.4%
-90.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +7.2% | -6.6% | -0.5% |
| 7D | -7.1% | +21.4% | -28.5% | -9.9% |
| 30D | +4.1% | +4.0% | 0.0% | +3.2% |
| 3M | -2.6% | +17.0% | -19.7% | -5.6% |
| 6M | -8.6% | +1.4% | -10.0% | -9.9% |
| YTD | +32.2% | +13.8% | +18.4% | +26.2% |
| 1Y | +40.7% | +55.8% | -15.2% | +27.6% |
| 3Y | -4.5% | +647.4% | -651.9% | -35.7% |
| 5Y | +66.4% | +519.1% | -452.8% | +9.4% |
| 10Y | -15.1% | +345.6% | -360.7% | -47.7% |
| All | +246.7% | +337.4% | -90.7% | +62.2% |
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