+558.6%
SLB vs IVZ
+964.6%
-406.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +6.8% | -5.8% | -1.5% |
| 7D | -3.7% | +4.1% | -7.8% | -5.3% |
| 30D | +2.9% | -2.0% | +5.0% | +3.3% |
| 3M | +0.2% | -7.8% | +8.1% | +2.6% |
| 6M | -4.4% | +6.3% | -10.7% | -7.5% |
| YTD | +33.4% | +12.6% | +20.9% | +25.8% |
| 1Y | +40.8% | +27.6% | +13.1% | +26.6% |
| 3Y | +3.2% | +154.0% | -150.8% | -29.8% |
| 5Y | +64.8% | +37.3% | +27.5% | +35.7% |
| 10Y | -16.6% | +50.5% | -67.1% | -37.1% |
| All | +558.6% | +964.6% | -406.0% | +191.7% |
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