+122.3%
SLB vs IBN
+1,772.2%
-1,649.9%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.4% | +2.5% | +2.2% |
| 7D | -1.2% | +11.1% | -12.3% | -3.9% |
| 30D | +4.5% | +23.9% | -19.4% | -1.4% |
| 3M | -4.6% | +16.3% | -20.9% | -8.5% |
| 6M | -6.3% | +34.2% | -40.5% | -13.6% |
| YTD | +35.0% | +17.6% | +17.4% | +28.4% |
| 1Y | +38.8% | +13.8% | +25.0% | +33.2% |
| 3Y | +3.3% | +57.0% | -53.7% | -10.0% |
| 5Y | +73.6% | +75.3% | -1.7% | +45.7% |
| 10Y | -14.2% | +388.7% | -402.9% | -46.0% |
| All | +122.3% | +1,772.2% | -1,649.9% | -2.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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