+126.1%
SLB vs IYR
+713.1%
-587.1%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.2% | -0.8% | -0.8% |
| 7D | -4.3% | +2.1% | -6.4% | -5.5% |
| 30D | +1.9% | +7.2% | -5.2% | -2.5% |
| 3M | -5.7% | +0.4% | -6.1% | -6.2% |
| 6M | -5.3% | +1.4% | -6.8% | -6.6% |
| YTD | +32.2% | +11.3% | +20.8% | +23.0% |
| 1Y | +38.5% | +10.5% | +28.0% | +29.6% |
| 3Y | +1.1% | +41.7% | -40.6% | -19.4% |
| 5Y | +70.3% | +7.1% | +63.2% | +58.3% |
| 10Y | -17.3% | +89.1% | -106.4% | -44.4% |
| All | +126.1% | +713.1% | -587.1% | -42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling