+542.3%
SLB vs IRM
+9,964.6%
-9,422.3%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +18.5% |
| 3M | -0.3% | -9.7% | +9.3% | +2.4% |
| 6M | +21.3% | +10.0% | +11.3% | +17.1% |
| YTD | +52.3% | +43.0% | +9.3% | +35.3% |
| 1Y | +63.6% | +32.7% | +30.9% | +47.9% |
| 3Y | +3.8% | +102.7% | -99.0% | -19.5% |
| 5Y | +128.6% | +187.6% | -58.9% | +57.0% |
| 10Y | -3.1% | +420.1% | -423.2% | -45.4% |
| All | +542.3% | +9,964.6% | -9,422.3% | +134.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling