+143.8%
IBM vs SHEL
+214.0%
-70.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.8% | +3.1% | +3.7% |
| 7D | +3.6% | +4.1% | -0.5% | +2.2% |
| 30D | +3.1% | +8.4% | -5.3% | +0.4% |
| 3M | -10.8% | +13.7% | -24.6% | -14.8% |
| 6M | -0.8% | +12.7% | -13.5% | -5.1% |
| YTD | -16.2% | +35.3% | -51.5% | -24.9% |
| 1Y | -2.9% | +39.4% | -42.2% | -13.9% |
| 3Y | +79.8% | +71.5% | +8.4% | +47.1% |
| 5Y | +124.9% | +195.0% | -70.1% | +46.9% |
| All | +143.8% | +214.0% | -70.2% | +55.9% |
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