+38.8%
SLB vs IRM
+12.7%
+26.1%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.5% | +0.6% | +1.8% |
| 7D | -1.2% | -5.3% | +4.1% | 0.0% |
| 30D | +4.5% | -2.3% | +6.8% | +5.0% |
| 3M | -4.6% | -7.4% | +2.8% | -3.1% |
| 6M | -6.3% | -12.2% | +6.0% | -3.5% |
| YTD | +35.0% | +38.6% | -3.7% | +22.1% |
| 1Y | +38.8% | +14.9% | +23.9% | +36.1% |
| All | +38.8% | +12.7% | +26.1% | +36.1% |
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