+134.2%
SLB vs IWD
+731.9%
-597.7%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | -2.6% | -1.1% | -0.5% |
| 7D | -7.7% | -0.9% | -6.8% | -6.8% |
| 30D | -0.7% | +2.6% | -3.4% | -4.0% |
| 3M | 0.0% | +1.2% | -1.3% | -1.8% |
| 6M | -10.4% | +12.1% | -22.5% | -22.5% |
| YTD | +31.5% | +24.1% | +7.3% | +0.6% |
| 1Y | +39.1% | +28.5% | +10.6% | +2.1% |
| 3Y | -5.7% | +79.5% | -85.2% | -53.6% |
| 5Y | +65.4% | +70.3% | -4.9% | -12.9% |
| 10Y | -15.6% | +212.5% | -228.1% | -75.9% |
| All | +134.2% | +731.9% | -597.7% | -73.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling