+46.2%
SLB vs IJR
+24.2%
+22.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.3% | -2.4% | -2.1% |
| 7D | -4.1% | +2.3% | -6.3% | -5.8% |
| 30D | +2.5% | +2.8% | -0.3% | +0.3% |
| 3M | +2.0% | -4.6% | +6.6% | +5.9% |
| 6M | -6.3% | +5.7% | -12.0% | -11.5% |
| YTD | +36.5% | +19.9% | +16.6% | +13.1% |
| 1Y | +46.2% | +24.2% | +22.1% | +18.7% |
| All | +46.2% | +24.2% | +22.0% | +18.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 1y: compounded portfolio wealth divided by compounded IJR 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…
1y analysis · Full analysis span regression · 6 months rolling