+139.3%
SLB vs IEFA
+51.0%
+88.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.9% |
| 7D | -1.9% | -0.5% | -1.4% | -1.5% |
| 30D | +7.8% | -1.1% | +8.9% | +8.8% |
| 3M | +2.7% | +5.1% | -2.4% | -2.1% |
| 6M | +22.2% | +9.3% | +12.8% | +12.1% |
| YTD | +51.1% | +13.0% | +38.1% | +34.8% |
| 1Y | +63.3% | +19.2% | +44.2% | +38.8% |
| 3Y | +2.4% | +67.0% | -64.6% | -35.9% |
| 5Y | +139.3% | +51.1% | +88.2% | +73.9% |
| All | +139.3% | +51.0% | +88.4% | +73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling