+140.2%
SLB vs IJR
+1,116.9%
-976.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.2% | +1.1% | +1.0% |
| 7D | +2.6% | +2.3% | +0.3% | +0.3% |
| 30D | +4.4% | +2.2% | +2.2% | +1.9% |
| 3M | -2.7% | -5.3% | +2.6% | +2.3% |
| 6M | -7.5% | +4.3% | -11.8% | -11.7% |
| YTD | +34.8% | +18.0% | +16.8% | +14.2% |
| 1Y | +44.6% | +19.2% | +25.4% | +21.2% |
| 3Y | +3.2% | +61.1% | -57.9% | -36.5% |
| 5Y | +73.6% | +27.3% | +46.2% | +32.2% |
| 10Y | -14.3% | +154.1% | -168.5% | -64.2% |
| All | +140.2% | +1,116.9% | -976.7% | -67.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling