+2.5%
SLB vs IEFA
+68.7%
-66.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.6% | -0.1% | -0.2% |
| 7D | +0.4% | +1.2% | -0.7% | -0.6% |
| 30D | +13.6% | -0.6% | +14.2% | +14.1% |
| 3M | +1.5% | +6.2% | -4.7% | -4.3% |
| 6M | +23.0% | +11.2% | +11.8% | +11.0% |
| YTD | +51.2% | +14.2% | +37.0% | +33.1% |
| 1Y | +63.5% | +20.0% | +43.5% | +37.1% |
| 3Y | +2.5% | +68.8% | -66.3% | -36.3% |
| All | +2.5% | +68.7% | -66.2% | -36.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling