+171.3%
SLB vs IJR
+1,153.0%
-981.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.4% | -0.2% | -0.2% |
| 7D | +0.8% | -0.2% | +1.0% | +1.0% |
| 30D | +15.8% | -2.4% | +18.2% | +18.5% |
| 3M | -0.3% | +3.9% | -4.3% | -4.4% |
| 6M | +21.3% | +12.4% | +9.0% | +7.9% |
| YTD | +52.3% | +21.5% | +30.8% | +25.6% |
| 1Y | +63.6% | +24.0% | +39.6% | +31.9% |
| 3Y | +3.8% | +49.7% | -45.9% | -31.4% |
| 5Y | +128.6% | +39.7% | +89.0% | +59.5% |
| 10Y | -3.1% | +169.0% | -172.1% | -61.6% |
| All | +171.3% | +1,153.0% | -981.7% | -64.7% |
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 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