+46.2%
SLB vs IRM
+19.5%
+26.8%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.7% | -2.8% | -1.5% |
| 7D | -4.1% | +2.6% | -6.7% | -4.6% |
| 30D | +2.5% | +5.6% | -3.1% | +1.3% |
| 3M | +2.0% | -4.7% | +6.7% | +2.9% |
| 6M | -6.3% | -6.1% | -0.2% | -5.0% |
| YTD | +36.5% | +46.3% | -9.8% | +23.6% |
| 1Y | +46.2% | +18.7% | +27.5% | +41.6% |
| All | +46.2% | +19.5% | +26.8% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 1y: compounded portfolio wealth divided by compounded IRM 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…
1y analysis · Full analysis span regression · 6 months rolling