+276.4%
SLB vs IEF
+129.0%
+147.4%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.1% | +1.0% | +0.8% |
| 7D | -3.7% | +0.3% | -4.0% | -3.2% |
| 30D | +2.9% | +2.7% | +0.2% | +6.9% |
| 3M | +0.2% | -0.8% | +1.0% | -0.9% |
| 6M | -4.4% | -1.7% | -2.8% | -6.7% |
| YTD | +33.4% | -1.6% | +35.1% | +30.1% |
| 1Y | +40.8% | -1.6% | +42.4% | +37.4% |
| 3Y | +3.2% | +12.4% | -9.2% | +22.9% |
| 5Y | +64.8% | -7.6% | +72.4% | +42.8% |
| 10Y | -16.6% | +7.6% | -24.1% | -4.1% |
| All | +276.4% | +129.0% | +147.4% | +1,515.0% |
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