-13.1%
SLB vs IFF
-12.5%
-0.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +1.0% | +0.5% | +1.1% |
| 7D | +3.5% | -1.8% | +5.3% | +4.2% |
| 30D | +6.5% | -9.4% | +15.9% | +10.5% |
| 3M | -0.2% | -3.0% | +2.8% | +0.6% |
| 6M | -5.7% | +5.8% | -11.5% | -9.2% |
| YTD | +36.8% | +22.4% | +14.5% | +21.7% |
| 1Y | +45.8% | +23.0% | +22.7% | +29.1% |
| 3Y | +3.4% | +21.8% | -18.4% | -11.1% |
| 5Y | +76.1% | -39.2% | +115.4% | +104.2% |
| All | -13.1% | -12.5% | -0.6% | -16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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