+118.2%
SLB vs IOT
+61.4%
+56.8%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | 0.0% |
| 7D | +0.8% | -2.3% | +3.2% | +0.9% |
| 30D | +15.8% | +3.8% | +12.0% | +15.5% |
| 3M | -0.3% | +14.2% | -14.5% | -1.4% |
| 6M | +21.3% | +40.1% | -18.8% | +17.8% |
| YTD | +52.3% | +13.4% | +38.9% | +49.8% |
| 1Y | +63.6% | +12.2% | +51.4% | +60.7% |
| 3Y | +3.8% | +30.0% | -26.2% | -0.3% |
| All | +118.2% | +61.4% | +56.8% | +92.7% |
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 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