+19.4%
IVV vs SHEL
+37.1%
-17.8%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.5% | -3.2% | -0.6% |
| 7D | +0.5% | +1.9% | -1.4% | +0.5% |
| 30D | -1.0% | +8.7% | -9.6% | -0.9% |
| 3M | +3.9% | +11.0% | -7.1% | +3.9% |
| 6M | +14.5% | +14.6% | -0.1% | +13.6% |
| YTD | +12.9% | +33.3% | -20.4% | +9.8% |
| 1Y | +19.4% | +37.9% | -18.5% | +16.1% |
| All | +19.4% | +37.1% | -17.8% | +16.1% |
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