-13.1%
SLB vs IWD
+203.0%
-216.1%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.2% | +1.3% | +1.2% |
| 7D | +3.5% | +2.3% | +1.2% | +0.2% |
| 30D | +6.5% | +3.6% | +2.9% | +0.9% |
| 3M | -0.2% | +2.2% | -2.4% | -3.6% |
| 6M | -5.7% | +13.0% | -18.7% | -21.4% |
| YTD | +36.8% | +26.5% | +10.3% | -3.0% |
| 1Y | +45.8% | +30.1% | +15.6% | -0.7% |
| 3Y | +3.4% | +84.9% | -81.5% | -57.5% |
| 5Y | +76.1% | +73.4% | +2.8% | -20.7% |
| All | -13.1% | +203.0% | -216.1% | -78.6% |
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