+120.6%
IBM vs SHEL
+192.5%
-71.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +0.3% | +3.1% | +3.3% |
| 7D | +3.6% | +3.0% | +0.5% | +2.9% |
| 30D | +1.5% | +7.2% | -5.7% | -0.1% |
| 3M | -12.9% | +12.9% | -25.8% | -15.5% |
| 6M | -3.9% | +13.7% | -17.6% | -7.0% |
| YTD | -17.3% | +33.7% | -51.0% | -23.3% |
| 1Y | -5.0% | +37.9% | -42.9% | -12.5% |
| 3Y | +78.2% | +70.2% | +8.0% | +55.2% |
| 5Y | +120.6% | +192.3% | -71.7% | +70.0% |
| All | +120.6% | +192.5% | -71.9% | +70.0% |
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