-5.1%
SLB vs IP
+12.9%
-18.0%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -4.0% | +0.2% | -2.6% |
| 7D | -7.7% | -5.0% | -2.8% | -6.5% |
| 30D | -0.7% | +6.5% | -7.3% | -2.6% |
| 3M | 0.0% | -18.0% | +18.0% | +5.2% |
| 6M | -10.4% | +10.3% | -20.7% | -14.4% |
| YTD | +31.5% | -9.9% | +41.3% | +33.0% |
| 1Y | +39.1% | -1.1% | +40.2% | +36.4% |
| All | -5.1% | +12.9% | -18.0% | -6.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling