-17.6%
SLB vs IP
+25.2%
-42.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.2% | -1.7% |
| 7D | -7.7% | -5.0% | -2.8% | -5.4% |
| 30D | -0.7% | +6.5% | -7.3% | -4.3% |
| 3M | 0.0% | -18.0% | +18.0% | +9.6% |
| 6M | -10.4% | +10.3% | -20.7% | -17.8% |
| YTD | +31.5% | -9.9% | +41.3% | +32.2% |
| 1Y | +39.1% | -1.1% | +40.2% | +32.3% |
| 3Y | -5.7% | +13.0% | -18.7% | -24.5% |
| 5Y | +65.4% | -12.3% | +77.7% | +52.6% |
| All | -17.6% | +25.2% | -42.8% | -36.3% |
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