+2,413.6%
IBM vs SHEL
+2,460.3%
-46.6%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.7% | -0.6% | -0.1% |
| 7D | -0.3% | +2.2% | -2.5% | -0.8% |
| 30D | +0.3% | +6.8% | -6.6% | -1.3% |
| 3M | -21.6% | +8.1% | -29.7% | -23.1% |
| 6M | -4.7% | +14.4% | -19.1% | -7.9% |
| YTD | -19.1% | +30.0% | -49.1% | -24.2% |
| 1Y | -2.5% | +33.3% | -35.8% | -9.3% |
| 3Y | +74.2% | +66.4% | +7.7% | +53.2% |
| 5Y | +113.1% | +178.6% | -65.4% | +64.2% |
| 10Y | +133.5% | +198.4% | -64.9% | +71.8% |
| All | +2,413.6% | +2,460.3% | -46.6% | +1,440.8% |
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 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