+3.4%
SLB vs IVZ
+152.3%
-148.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +0.7% |
| 7D | +3.5% | +7.6% | -4.1% | +0.9% |
| 30D | +6.5% | +4.3% | +2.2% | +4.6% |
| 3M | -0.2% | -9.3% | +9.1% | +2.8% |
| 6M | -5.7% | +5.2% | -11.0% | -8.4% |
| YTD | +36.8% | +13.4% | +23.4% | +28.4% |
| 1Y | +45.8% | +25.4% | +20.4% | +31.8% |
| 3Y | +3.4% | +152.5% | -149.1% | -30.1% |
| All | +3.4% | +152.3% | -148.9% | -30.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling