+147.3%
IBM vs SHEL
+223.0%
-75.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.6% |
| 7D | +1.6% | +0.8% | +0.8% | +1.3% |
| 30D | +9.2% | -3.6% | +12.8% | +10.4% |
| 3M | +4.9% | +12.0% | -7.1% | +1.0% |
| 6M | +16.8% | +19.7% | -2.9% | +9.6% |
| YTD | -14.3% | +39.6% | -53.9% | -24.1% |
| 1Y | -16.7% | +36.4% | -53.2% | -25.7% |
| 3Y | +82.2% | +70.2% | +12.0% | +49.6% |
| 5Y | +149.9% | +169.2% | -19.3% | +69.3% |
| All | +147.3% | +223.0% | -75.8% | +60.8% |
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 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