-16.6%
SLB vs IRM
+480.4%
-497.0%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +4.1% | -3.1% | -0.7% |
| 7D | -3.7% | -3.8% | +0.1% | -2.5% |
| 30D | +2.9% | -3.2% | +6.1% | +3.9% |
| 3M | +0.2% | -7.8% | +8.0% | +2.7% |
| 6M | -4.4% | -12.7% | +8.3% | -0.2% |
| YTD | +33.4% | +36.7% | -3.3% | +15.2% |
| 1Y | +40.8% | +10.0% | +30.7% | +32.5% |
| 3Y | +3.2% | +107.2% | -104.0% | -30.3% |
| 5Y | +64.8% | +181.6% | -116.8% | -6.6% |
| 10Y | -16.6% | +481.1% | -497.7% | -66.5% |
| All | -16.6% | +480.4% | -497.0% | -66.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling