-2.6%
SLB vs IEF
+4.6%
-7.2%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.4% |
| 7D | -1.9% | -0.3% | -1.6% | -2.2% |
| 30D | +7.8% | -0.6% | +8.4% | +7.1% |
| 3M | +2.7% | -1.0% | +3.7% | +1.5% |
| 6M | +22.2% | -3.1% | +25.2% | +17.5% |
| YTD | +51.1% | -1.9% | +53.0% | +47.6% |
| 1Y | +63.3% | -1.4% | +64.7% | +60.7% |
| 3Y | +2.4% | +9.8% | -7.4% | +16.1% |
| 5Y | +139.3% | -8.8% | +148.2% | +80.3% |
| 10Y | -2.6% | +4.7% | -7.3% | -4.9% |
| All | -2.6% | +4.6% | -7.2% | -4.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling