+1.4%
SLB vs IJR
+52.6%
-51.2%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.1% | +1.0% | +0.8% |
| 7D | -1.9% | -1.1% | -0.7% | -1.0% |
| 30D | +7.8% | -3.6% | +11.4% | +11.1% |
| 3M | +2.7% | +2.3% | +0.4% | +0.3% |
| 6M | +22.2% | +14.3% | +7.8% | +8.6% |
| YTD | +51.1% | +19.3% | +31.8% | +29.7% |
| 1Y | +63.3% | +22.6% | +40.7% | +36.8% |
| All | +1.4% | +52.6% | -51.2% | -24.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling