+3.4%
SLB vs IRM
+112.1%
-108.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.7% | +2.2% | +1.7% |
| 7D | +3.5% | +6.8% | -3.3% | +1.9% |
| 30D | +6.5% | +2.6% | +3.9% | +5.8% |
| 3M | -0.2% | -9.5% | +9.2% | +1.8% |
| 6M | -5.7% | -8.5% | +2.8% | -4.1% |
| YTD | +36.8% | +40.3% | -3.4% | +25.3% |
| 1Y | +45.8% | +28.7% | +17.1% | +36.1% |
| 3Y | +3.4% | +111.8% | -108.5% | -23.7% |
| All | +3.4% | +112.1% | -108.7% | -23.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling