-5.1%
SLB vs IWD
+79.4%
-84.4%
-41.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -0.2% |
| 7D | -7.7% | -0.9% | -6.8% | -6.7% |
| 30D | -0.7% | +2.6% | -3.4% | -4.4% |
| 3M | 0.0% | +1.2% | -1.3% | -2.0% |
| 6M | -10.4% | +12.1% | -22.5% | -24.1% |
| YTD | +31.5% | +24.1% | +7.3% | -3.3% |
| 1Y | +39.1% | +28.5% | +10.6% | -2.5% |
| All | -5.1% | +79.4% | -84.4% | -56.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling