+953.6%
IGV vs SHEL
+471.9%
+481.6%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +2.5% | -4.4% | -2.8% |
| 7D | -3.3% | +1.9% | -5.3% | -4.1% |
| 30D | 0.0% | +8.7% | -8.7% | -3.3% |
| 3M | +7.3% | +11.0% | -3.6% | +2.5% |
| 6M | +16.7% | +14.6% | +2.2% | +9.7% |
| YTD | -2.8% | +33.3% | -36.1% | -14.4% |
| 1Y | -6.7% | +37.9% | -44.5% | -19.0% |
| 3Y | +41.1% | +69.7% | -28.6% | +11.1% |
| 5Y | +22.0% | +190.2% | -168.2% | -25.8% |
| 10Y | +357.9% | +197.0% | +160.9% | +144.3% |
| All | +953.6% | +471.9% | +481.6% | +220.3% |
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 1990-01-01 to 2026-09-08: 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling