+93.4%
SLB vs IOT
+69.6%
+23.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.9% | +0.2% | +2.0% |
| 7D | -1.2% | -1.3% | +0.2% | -1.1% |
| 30D | +4.5% | +1.5% | +3.0% | +4.4% |
| 3M | -4.6% | +4.8% | -9.3% | -5.0% |
| 6M | -6.3% | +45.3% | -51.6% | -8.9% |
| YTD | +35.0% | +19.2% | +15.8% | +32.2% |
| 1Y | +38.8% | +6.1% | +32.8% | +37.1% |
| 3Y | +3.3% | +76.0% | -72.7% | -2.6% |
| All | +93.4% | +69.6% | +23.7% | +70.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling