+72.4%
IBM vs SHEL
+70.3%
+2.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.5% | -3.7% | -1.8% |
| 7D | +0.3% | +1.9% | -1.6% | -0.2% |
| 30D | -1.5% | +8.7% | -10.1% | -3.4% |
| 3M | -16.8% | +11.0% | -27.7% | -19.1% |
| 6M | -9.0% | +14.6% | -23.6% | -12.4% |
| YTD | -20.1% | +33.3% | -53.3% | -26.6% |
| 1Y | -7.0% | +37.9% | -44.9% | -15.6% |
| 3Y | +72.4% | +69.7% | +2.6% | +46.8% |
| All | +72.4% | +70.3% | +2.1% | +46.8% |
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