-16.6%
SLB vs IWD
+212.1%
-228.6%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +2.0% | -1.1% | -2.0% |
| 7D | -3.7% | +1.3% | -4.9% | -5.6% |
| 30D | +2.9% | +3.6% | -0.7% | -2.5% |
| 3M | +0.2% | +2.3% | -2.1% | -3.4% |
| 6M | -4.4% | +13.0% | -17.5% | -20.4% |
| YTD | +33.4% | +26.2% | +7.2% | -5.0% |
| 1Y | +40.8% | +30.5% | +10.3% | -4.5% |
| 3Y | +3.2% | +86.2% | -83.0% | -58.0% |
| 5Y | +64.8% | +72.9% | -8.1% | -25.5% |
| 10Y | -16.6% | +205.0% | -221.6% | -79.6% |
| All | -16.6% | +212.1% | -228.6% | -79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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