+62.5%
SLB vs IRM
+168.2%
-105.7%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +1.0% | -0.4% | +0.3% |
| 7D | -7.1% | -8.6% | +1.5% | -4.8% |
| 30D | +4.1% | -8.0% | +12.1% | +6.4% |
| 3M | -2.6% | -12.0% | +9.3% | +0.6% |
| 6M | -8.6% | -18.2% | +9.6% | -3.7% |
| YTD | +32.2% | +31.4% | +0.8% | +20.3% |
| 1Y | +40.7% | +9.2% | +31.5% | +35.0% |
| 3Y | -4.5% | +94.6% | -99.1% | -28.9% |
| All | +62.5% | +168.2% | -105.7% | +3.9% |
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