+309.6%
IVV vs SHEL
+209.5%
+100.2%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.2% | +2.6% | +2.4% |
| 7D | +0.1% | -5.8% | +5.9% | +1.8% |
| 30D | -3.3% | -1.3% | -2.0% | -3.1% |
| 3M | -2.4% | +12.7% | -15.1% | -6.1% |
| 6M | +2.6% | +19.9% | -17.3% | -3.4% |
| YTD | +11.3% | +38.3% | -27.0% | -0.4% |
| 1Y | +13.4% | +35.7% | -22.2% | +2.1% |
| 3Y | +80.3% | +71.7% | +8.6% | +49.4% |
| 5Y | +72.7% | +158.4% | -85.7% | +22.9% |
| 10Y | +309.6% | +204.1% | +105.6% | +182.4% |
| All | +309.6% | +209.5% | +100.2% | +182.4% |
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