-13.1%
SLB vs IEFA
+148.4%
-161.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.3% |
| 7D | +3.5% | +2.2% | +1.3% | +0.6% |
| 30D | +6.5% | +1.1% | +5.5% | +4.9% |
| 3M | -0.2% | -4.3% | +4.0% | +5.1% |
| 6M | -5.7% | +1.4% | -7.1% | -8.0% |
| YTD | +36.8% | +10.1% | +26.8% | +19.4% |
| 1Y | +45.8% | +12.9% | +32.9% | +23.1% |
| 3Y | +3.4% | +65.8% | -62.4% | -48.2% |
| 5Y | +76.1% | +47.7% | +28.5% | +3.2% |
| All | -13.1% | +148.4% | -161.5% | -68.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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