-5.9%
SLB vs IJR
+170.6%
-176.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -0.9% |
| 7D | -2.4% | -2.3% | -0.1% | 0.0% |
| 30D | +4.9% | -4.7% | +9.6% | +10.3% |
| 3M | +1.4% | +2.1% | -0.7% | -1.3% |
| 6M | +17.6% | +13.9% | +3.8% | +2.0% |
| YTD | +48.3% | +18.2% | +30.1% | +23.6% |
| 1Y | +58.7% | +21.8% | +36.9% | +27.6% |
| 3Y | +0.6% | +52.2% | -51.6% | -37.9% |
| 5Y | +133.6% | +40.1% | +93.5% | +54.2% |
| All | -5.9% | +170.6% | -176.5% | -63.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling