+83.3%
IEMG vs SHEL
+70.5%
+12.8%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | -1.3% | +4.1% | -5.4% | -2.3% |
| 30D | +1.9% | +8.4% | -6.5% | -0.1% |
| 3M | +1.4% | +13.7% | -12.3% | -1.9% |
| 6M | +15.2% | +12.7% | +2.5% | +11.2% |
| YTD | +23.8% | +35.3% | -11.5% | +11.8% |
| 1Y | +30.7% | +39.4% | -8.7% | +16.5% |
| 3Y | +83.3% | +71.5% | +11.8% | +49.6% |
| All | +83.3% | +70.5% | +12.8% | +49.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling