+51.7%
SLB vs IRE
-98.0%
+149.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -33.9% | +30.2% | -3.1% |
| 7D | -7.7% | -57.1% | +49.4% | -6.6% |
| 30D | -0.7% | -84.4% | +83.7% | +1.8% |
| 3M | 0.0% | -85.0% | +84.9% | +2.2% |
| 6M | -10.4% | -95.2% | +84.8% | -7.0% |
| YTD | +31.5% | -93.9% | +125.4% | +32.4% |
| 1Y | +39.1% | -98.8% | +138.0% | +42.5% |
| All | +51.7% | -98.0% | +149.7% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling