+356.3%
IGV vs SHEL
+211.3%
+145.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.4% | -1.0% | -0.7% |
| 7D | -5.4% | +3.9% | -9.3% | -6.2% |
| 30D | -2.6% | +7.0% | -9.6% | -4.2% |
| 3M | +10.5% | +12.5% | -2.0% | +7.2% |
| 6M | +18.2% | +14.8% | +3.4% | +13.8% |
| YTD | -4.2% | +34.2% | -38.4% | -11.5% |
| 1Y | -9.8% | +37.0% | -46.8% | -17.1% |
| 3Y | +39.1% | +70.9% | -31.8% | +20.2% |
| 5Y | +21.2% | +192.5% | -171.3% | -9.9% |
| All | +356.3% | +211.3% | +145.0% | +243.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling