+651.8%
SLB vs IVZ
+1,117.8%
-466.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | +0.8% | +0.6% | +0.2% | +0.6% |
| 30D | +15.8% | +4.0% | +11.8% | +14.1% |
| 3M | -0.3% | +18.2% | -18.5% | -6.7% |
| 6M | +21.3% | +32.8% | -11.5% | +8.6% |
| YTD | +52.3% | +28.7% | +23.6% | +37.4% |
| 1Y | +63.6% | +55.4% | +8.2% | +37.4% |
| 3Y | +3.8% | +135.2% | -131.4% | -27.3% |
| 5Y | +128.6% | +64.2% | +64.5% | +76.9% |
| 10Y | -3.1% | +64.6% | -67.7% | -29.1% |
| All | +651.8% | +1,117.8% | -466.0% | +218.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling