+130.8%
SLB vs IP
-17.2%
+148.0%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.6% |
| 7D | +0.8% | -5.3% | +6.1% | +2.7% |
| 30D | +15.8% | -10.9% | +26.7% | +20.2% |
| 3M | -0.3% | +11.2% | -11.5% | -5.2% |
| 6M | +21.3% | -10.2% | +31.6% | +24.3% |
| YTD | +52.3% | -2.0% | +54.3% | +50.0% |
| 1Y | +63.6% | -19.1% | +82.7% | +72.7% |
| 3Y | +3.8% | +20.9% | -17.1% | -10.8% |
| All | +130.8% | -17.2% | +148.0% | +148.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling