+96.0%
SLB vs IOT
+66.1%
+29.9%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +3.5% | +0.9% | +2.6% | +3.5% |
| 30D | +6.5% | +1.4% | +5.1% | +6.4% |
| 3M | -0.2% | +0.5% | -0.8% | -0.4% |
| 6M | -5.7% | +50.3% | -56.0% | -8.5% |
| YTD | +36.8% | +16.7% | +20.2% | +34.2% |
| 1Y | +45.8% | +6.8% | +39.0% | +43.8% |
| 3Y | +3.4% | +75.5% | -72.1% | -2.5% |
| All | +96.0% | +66.1% | +29.9% | +72.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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