+958.5%
SLB vs IP
+364.8%
+593.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.7% |
| 7D | +0.8% | -5.3% | +6.1% | +3.0% |
| 30D | +15.8% | -10.9% | +26.7% | +21.0% |
| 3M | -0.3% | +11.2% | -11.5% | -5.9% |
| 6M | +21.3% | -10.2% | +31.6% | +23.6% |
| YTD | +52.3% | -2.0% | +54.3% | +49.0% |
| 1Y | +63.6% | -19.1% | +82.7% | +71.9% |
| 3Y | +3.8% | +20.9% | -17.1% | -11.2% |
| 5Y | +128.6% | -17.8% | +146.5% | +127.8% |
| 10Y | -3.1% | +23.5% | -26.6% | -18.7% |
| All | +958.5% | +364.8% | +593.7% | +372.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling