+13.9%
IEMG vs SHEL
+43.6%
-29.7%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -2.2% | +3.1% | +0.8% |
| 7D | -3.1% | -3.2% | +0.1% | -3.3% |
| 30D | -10.3% | +5.5% | -15.9% | -10.2% |
| 3M | -6.6% | +14.4% | -21.0% | -6.4% |
| 6M | -3.9% | +16.2% | -20.0% | -2.9% |
| YTD | +12.4% | +42.4% | -30.0% | +7.2% |
| 1Y | +13.9% | +43.3% | -29.4% | +8.3% |
| All | +13.9% | +43.6% | -29.7% | +8.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling