+148.3%
IBM vs SHEL
+161.9%
-13.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.6% | +0.9% | +1.4% |
| 7D | -1.7% | -3.9% | +2.2% | -0.8% |
| 30D | +10.1% | -3.7% | +13.8% | +11.0% |
| 3M | +4.8% | +9.1% | -4.3% | +2.8% |
| 6M | +12.6% | +16.7% | -4.1% | +8.5% |
| YTD | -13.9% | +36.8% | -50.7% | -20.5% |
| 1Y | -18.7% | +31.8% | -50.5% | -24.3% |
| 3Y | +81.9% | +67.9% | +14.0% | +59.0% |
| 5Y | +148.3% | +163.3% | -15.0% | +96.9% |
| All | +148.3% | +161.9% | -13.5% | +96.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling