+46.2%
SLB vs IVZ
+30.5%
+15.7%
-22.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +4.2% | -5.3% | -2.2% |
| 7D | -4.1% | +2.6% | -6.7% | -4.8% |
| 30D | +2.5% | -3.5% | +6.0% | +3.6% |
| 3M | +2.0% | -7.4% | +9.4% | +4.3% |
| 6M | -6.3% | +14.7% | -21.0% | -11.1% |
| YTD | +36.5% | +14.6% | +21.9% | +26.9% |
| 1Y | +46.2% | +30.7% | +15.5% | +33.5% |
| All | +46.2% | +30.5% | +15.7% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1y: compounded portfolio wealth divided by compounded IVZ 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…
1y analysis · Full analysis span regression · 6 months rolling