+58.6%
IBIT vs SHEL
+70.9%
-12.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.6% | +0.7% | +1.2% |
| 7D | -6.8% | -3.9% | -2.9% | -6.0% |
| 30D | -9.9% | -3.7% | -6.2% | -9.3% |
| 3M | +17.5% | +9.1% | +8.4% | +14.2% |
| 6M | -9.1% | +16.7% | -25.8% | -13.8% |
| YTD | -14.9% | +36.8% | -51.8% | -24.3% |
| 1Y | -27.6% | +31.8% | -59.4% | -34.8% |
| All | +58.6% | +70.9% | -12.3% | +32.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling