+83.0%
IBM vs SHEL
+67.9%
+15.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.7% | -3.9% | +2.2% | -0.7% |
| 30D | +10.1% | -3.7% | +13.8% | +11.1% |
| 3M | +4.8% | +9.1% | -4.3% | +2.5% |
| 6M | +12.6% | +16.7% | -4.1% | +7.8% |
| YTD | -13.9% | +36.8% | -50.7% | -22.1% |
| 1Y | -18.7% | +31.8% | -50.5% | -25.4% |
| All | +83.0% | +67.9% | +15.1% | +51.4% |
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