+329.7%
SLB vs IEF
+129.4%
+200.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | +0.8% | -0.3% | +1.1% | +0.4% |
| 30D | +15.8% | -0.8% | +16.6% | +14.6% |
| 3M | -0.3% | -1.0% | +0.6% | -1.7% |
| 6M | +21.3% | -2.8% | +24.1% | +16.4% |
| YTD | +52.3% | -1.5% | +53.8% | +48.9% |
| 1Y | +63.6% | -0.4% | +64.0% | +62.6% |
| 3Y | +3.8% | +9.7% | -5.9% | +18.9% |
| 5Y | +128.6% | -8.3% | +137.0% | +95.9% |
| 10Y | -3.1% | +4.6% | -7.7% | +6.7% |
| All | +329.7% | +129.4% | +200.4% | +1,748.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling