+91.2%
SLB vs IOT
+69.6%
+21.6%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +3.1% | -2.1% | +0.8% |
| 7D | -3.7% | +0.8% | -4.5% | -3.7% |
| 30D | +2.9% | +1.6% | +1.3% | +2.8% |
| 3M | +0.2% | +3.3% | -3.1% | -0.1% |
| 6M | -4.4% | +42.0% | -46.4% | -7.0% |
| YTD | +33.4% | +19.1% | +14.3% | +30.7% |
| 1Y | +40.8% | +8.8% | +32.0% | +38.8% |
| 3Y | +3.2% | +79.2% | -76.1% | -2.7% |
| All | +91.2% | +69.6% | +21.6% | +68.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling