+849.0%
SLB vs IP
+345.0%
+504.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.5% | -2.6% | -1.7% |
| 7D | -4.1% | +3.4% | -7.5% | -5.5% |
| 30D | +2.5% | +11.2% | -8.7% | -2.2% |
| 3M | +2.0% | -14.8% | +16.8% | +8.0% |
| 6M | -6.3% | +17.3% | -23.6% | -14.3% |
| YTD | +36.5% | -6.2% | +42.7% | +35.3% |
| 1Y | +46.2% | +2.3% | +43.9% | +39.5% |
| 3Y | -2.1% | +17.7% | -19.7% | -15.6% |
| 5Y | +73.7% | -8.4% | +82.1% | +64.4% |
| 10Y | -12.3% | +32.1% | -44.4% | -28.5% |
| All | +849.0% | +345.0% | +504.0% | +328.7% |
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