+2,562.9%
IBM vs SHEL
+2,650.9%
-88.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +1.3% | -0.3% | +0.7% |
| 7D | +1.6% | +0.8% | +0.8% | +1.4% |
| 30D | +9.2% | -3.6% | +12.8% | +10.1% |
| 3M | +4.9% | +12.0% | -7.1% | +2.2% |
| 6M | +16.8% | +19.7% | -2.9% | +11.8% |
| YTD | -14.3% | +39.6% | -53.9% | -21.1% |
| 1Y | -16.7% | +36.4% | -53.2% | -22.9% |
| 3Y | +82.2% | +70.2% | +12.0% | +59.6% |
| 5Y | +149.9% | +169.2% | -19.3% | +94.2% |
| 10Y | +142.6% | +217.1% | -74.5% | +76.0% |
| All | +2,562.9% | +2,650.9% | -88.0% | +1,505.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling