+73.6%
SLB vs ITOT
+66.6%
+7.1%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ITOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +1.1% |
| 7D | -1.2% | -0.8% | -0.4% | -0.6% |
| 30D | +4.5% | -2.0% | +6.5% | +6.2% |
| 3M | -4.6% | -1.5% | -3.0% | -3.5% |
| 6M | -6.3% | +3.3% | -9.6% | -9.0% |
| YTD | +35.0% | +12.5% | +22.5% | +22.2% |
| 1Y | +38.8% | +12.6% | +26.2% | +25.5% |
| 3Y | +3.3% | +78.6% | -75.4% | -34.3% |
| 5Y | +73.6% | +67.0% | +6.6% | +15.6% |
| All | +73.6% | +66.6% | +7.1% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ITOT.
Daily Out/Under-Performance
Portfolio return minus ITOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITOT 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 ITOT 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