+57.9%
SLB vs IRE
-98.1%
+156.0%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -14.4% | +15.9% | +1.8% |
| 7D | +3.5% | -31.8% | +35.3% | +4.2% |
| 30D | +6.5% | -71.8% | +78.3% | +8.1% |
| 3M | -0.2% | -88.9% | +88.7% | +2.5% |
| 6M | -5.7% | -95.4% | +89.6% | -2.0% |
| YTD | +36.8% | -94.2% | +131.1% | +37.7% |
| 1Y | +45.8% | -97.1% | +142.9% | +47.8% |
| All | +57.9% | -98.1% | +156.0% | +60.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 10y: compounded portfolio wealth divided by compounded IRE 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…
10y analysis · Full analysis span regression · 6 months rolling