-2.5%
SLB vs IYR
+67.0%
-69.5%
-84.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.1% | -0.6% | -0.6% |
| 7D | +0.4% | -0.4% | +0.8% | +0.7% |
| 30D | +13.6% | -2.5% | +16.1% | +15.5% |
| 3M | +1.5% | +1.5% | 0.0% | +0.1% |
| 6M | +23.0% | +3.9% | +19.2% | +18.9% |
| YTD | +51.2% | +9.5% | +41.7% | +40.3% |
| 1Y | +63.5% | +7.5% | +56.0% | +53.8% |
| 3Y | +2.5% | +30.8% | -28.3% | -18.2% |
| 5Y | +139.2% | +4.8% | +134.4% | +123.8% |
| All | -2.5% | +67.0% | -69.5% | -32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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