-4.8%
SLB vs IRM
+407.3%
-412.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.4% | +1.6% | -1.2% | -0.3% |
| 30D | +13.6% | -4.2% | +17.8% | +15.2% |
| 3M | +1.5% | -5.4% | +6.9% | +3.1% |
| 6M | +23.0% | +12.0% | +11.0% | +16.4% |
| YTD | +51.2% | +42.0% | +9.2% | +29.3% |
| 1Y | +63.5% | +29.9% | +33.6% | +43.9% |
| 3Y | +2.5% | +104.4% | -101.8% | -29.6% |
| 5Y | +139.2% | +191.0% | -51.8% | +35.3% |
| 10Y | -4.8% | +417.1% | -421.9% | -60.8% |
| All | -4.8% | +407.3% | -412.1% | -60.8% |
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