+64.0%
IBIT vs SHEL
+67.6%
-3.6%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.4% | -1.8% | -1.5% |
| 7D | -5.8% | +3.9% | -9.7% | -6.8% |
| 30D | +21.5% | +7.0% | +14.6% | +19.2% |
| 3M | +24.5% | +12.5% | +12.0% | +19.9% |
| 6M | +10.0% | +14.8% | -4.8% | +4.5% |
| YTD | -12.0% | +34.2% | -46.2% | -21.0% |
| 1Y | -32.3% | +37.0% | -69.3% | -39.5% |
| All | +64.0% | +67.6% | -3.6% | +38.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SHEL.
Daily Out/Under-Performance
Portfolio return minus SHEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SHEL 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 SHEL 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