+3.2%
SLB vs IP
+21.5%
-18.3%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | +0.8% | -5.3% | +6.1% | +2.3% |
| 30D | +15.8% | -10.9% | +26.7% | +19.4% |
| 3M | -0.3% | +11.2% | -11.5% | -4.3% |
| 6M | +21.3% | -10.2% | +31.6% | +24.2% |
| YTD | +52.3% | -2.0% | +54.3% | +50.9% |
| 1Y | +63.6% | -19.1% | +82.7% | +71.5% |
| All | +3.2% | +21.5% | -18.3% | +0.6% |
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