+160.5%
SLB vs IYR
+700.6%
-540.0%
-87.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | +0.8% | -1.2% | +2.1% | +1.6% |
| 30D | +15.8% | -2.9% | +18.7% | +17.7% |
| 3M | -0.3% | +0.8% | -1.2% | -1.2% |
| 6M | +21.3% | +1.9% | +19.5% | +19.5% |
| YTD | +52.3% | +9.6% | +42.7% | +43.3% |
| 1Y | +63.6% | +8.1% | +55.5% | +55.2% |
| 3Y | +3.8% | +29.2% | -25.4% | -12.6% |
| 5Y | +128.6% | +4.3% | +124.4% | +116.3% |
| 10Y | -3.1% | +64.7% | -67.8% | -29.5% |
| All | +160.5% | +700.6% | -540.0% | -33.2% |
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