+17.7%
SLB vs IEFA
+217.0%
-199.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | 0.0% | 0.0% |
| 7D | +0.8% | +0.6% | +0.2% | +0.2% |
| 30D | +15.8% | +1.0% | +14.8% | +14.3% |
| 3M | -0.3% | +4.7% | -5.1% | -5.9% |
| 6M | +21.3% | +8.6% | +12.8% | +9.1% |
| YTD | +52.3% | +14.8% | +37.5% | +28.2% |
| 1Y | +63.6% | +22.6% | +41.0% | +27.2% |
| 3Y | +3.8% | +67.0% | -63.2% | -45.0% |
| 5Y | +128.6% | +52.3% | +76.4% | +35.3% |
| 10Y | -3.1% | +147.3% | -150.4% | -64.9% |
| All | +17.7% | +217.0% | -199.3% | -68.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling