+130.8%
SLB vs IRM
+189.3%
-58.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.6% | -1.5% | -0.3% |
| 7D | +0.8% | -0.5% | +1.3% | +0.9% |
| 30D | +15.8% | -8.1% | +23.9% | +18.4% |
| 3M | -0.3% | -9.7% | +9.3% | +2.3% |
| 6M | +21.3% | +10.0% | +11.3% | +17.3% |
| YTD | +52.3% | +43.0% | +9.3% | +35.7% |
| 1Y | +63.6% | +32.7% | +30.9% | +48.1% |
| 3Y | +3.8% | +102.7% | -99.0% | -22.8% |
| All | +130.8% | +189.3% | -58.5% | +51.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling