+171.3%
SLB vs IWD
+726.5%
-555.2%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +1.0% |
| 7D | +0.8% | -0.3% | +1.1% | +1.1% |
| 30D | +15.8% | +0.6% | +15.2% | +14.9% |
| 3M | -0.3% | +7.2% | -7.6% | -8.8% |
| 6M | +21.3% | +16.2% | +5.1% | +0.6% |
| YTD | +52.3% | +23.3% | +29.0% | +17.7% |
| 1Y | +63.6% | +29.6% | +34.0% | +19.0% |
| 3Y | +3.8% | +70.5% | -66.7% | -45.5% |
| 5Y | +128.6% | +73.5% | +55.2% | +18.2% |
| 10Y | -3.1% | +198.3% | -201.4% | -70.7% |
| All | +171.3% | +726.5% | -555.2% | -68.5% |
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