+17.7%
SLB vs IBKR
+1,332.5%
-1,314.8%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | -1.9% | +1.3% | -3.2% | -2.5% |
| 30D | +7.8% | -0.3% | +8.1% | +7.5% |
| 3M | +2.7% | +4.7% | -2.0% | -0.8% |
| 6M | +22.2% | +34.0% | -11.9% | +4.8% |
| YTD | +51.1% | +40.8% | +10.3% | +26.2% |
| 1Y | +63.3% | +45.7% | +17.6% | +33.0% |
| 3Y | +2.4% | +288.4% | -285.9% | -50.3% |
| 5Y | +139.3% | +487.2% | -347.8% | -7.9% |
| 10Y | -2.6% | +991.2% | -993.8% | -72.8% |
| All | +17.7% | +1,332.5% | -1,314.8% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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