-3.1%
SLB vs IOVA
+9.2%
-12.3%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.0% | -0.9% | +0.1% |
| 7D | +0.8% | +9.7% | -8.9% | +0.1% |
| 30D | +15.8% | +102.5% | -86.7% | +8.9% |
| 3M | -0.3% | +100.7% | -101.0% | -6.8% |
| 6M | +21.3% | +106.3% | -85.0% | +12.5% |
| YTD | +52.3% | +222.0% | -169.7% | +35.3% |
| 1Y | +63.6% | +299.5% | -235.9% | +41.5% |
| 3Y | +3.8% | +42.9% | -39.2% | -9.8% |
| 5Y | +128.6% | -65.0% | +193.6% | +112.7% |
| All | -3.1% | +9.2% | -12.3% | -16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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