-4.8%
SLB vs IVZ
+61.1%
-65.8%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.2% | +1.5% | +0.4% |
| 7D | +0.4% | +1.1% | -0.7% | -0.2% |
| 30D | +13.6% | +3.1% | +10.5% | +11.8% |
| 3M | +1.5% | +18.2% | -16.7% | -7.2% |
| 6M | +23.0% | +38.6% | -15.6% | +3.6% |
| YTD | +51.2% | +25.9% | +25.3% | +32.7% |
| 1Y | +63.5% | +51.7% | +11.8% | +30.1% |
| 3Y | +2.5% | +138.7% | -136.1% | -38.5% |
| 5Y | +139.2% | +62.8% | +76.4% | +66.6% |
| 10Y | -4.8% | +60.9% | -65.7% | -45.3% |
| All | -4.8% | +61.1% | -65.8% | -45.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling