-8.0%
SLB vs IR
+322.3%
-330.3%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.4% | -0.8% | -0.3% |
| 7D | -7.1% | +3.7% | -10.8% | -9.1% |
| 30D | +4.1% | +7.4% | -3.4% | -0.6% |
| 3M | -2.6% | -5.9% | +3.3% | +0.4% |
| 6M | -8.6% | +5.6% | -14.1% | -13.2% |
| YTD | +32.2% | +4.8% | +27.4% | +24.4% |
| 1Y | +40.7% | +6.9% | +33.7% | +30.5% |
| 3Y | -4.5% | +27.6% | -32.1% | -23.5% |
| 5Y | +66.4% | +45.8% | +20.6% | +18.2% |
| All | -8.0% | +322.3% | -330.3% | -63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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