-3.3%
SLB vs IP
+23.2%
-26.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -1.0% |
| 7D | +0.8% | -5.3% | +6.1% | +3.6% |
| 30D | +15.8% | -10.9% | +26.7% | +22.3% |
| 3M | -0.3% | +11.2% | -11.5% | -7.6% |
| 6M | +21.3% | -10.2% | +31.6% | +24.4% |
| YTD | +52.3% | -2.0% | +54.3% | +47.6% |
| 1Y | +63.6% | -19.1% | +82.7% | +74.6% |
| 3Y | +3.8% | +20.9% | -17.1% | -19.2% |
| 5Y | +128.6% | -17.8% | +146.5% | +125.7% |
| All | -3.3% | +23.2% | -26.5% | -31.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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