+116.6%
SLB vs IOT
+61.2%
+55.4%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.7% |
| 7D | +0.4% | +2.8% | -2.4% | +0.2% |
| 30D | +13.6% | -1.8% | +15.4% | +13.6% |
| 3M | +1.5% | +17.9% | -16.4% | +0.2% |
| 6M | +23.0% | +13.5% | +9.5% | +21.4% |
| YTD | +51.2% | +13.3% | +38.0% | +48.7% |
| 1Y | +63.5% | -3.3% | +66.8% | +62.4% |
| 3Y | +2.5% | +31.3% | -28.8% | -1.6% |
| All | +116.6% | +61.2% | +55.4% | +91.4% |
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