+3.4%
SLB vs IJR
+61.8%
-58.5%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +3.5% | +2.2% | +1.3% | +1.6% |
| 30D | +6.5% | +3.8% | +2.7% | +3.0% |
| 3M | -0.2% | -5.7% | +5.5% | +4.7% |
| 6M | -5.7% | +4.6% | -10.4% | -9.8% |
| YTD | +36.8% | +18.0% | +18.9% | +18.1% |
| 1Y | +45.8% | +21.8% | +24.0% | +22.5% |
| 3Y | +3.4% | +61.1% | -57.7% | -27.0% |
| All | +3.4% | +61.8% | -58.5% | -27.0% |
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