+776.1%
IVV vs SHEL
+408.7%
+367.4%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.7% | -1.1% | -0.7% |
| 7D | +0.1% | +2.2% | -2.1% | -0.8% |
| 30D | +0.1% | +6.8% | -6.8% | -2.6% |
| 3M | +2.0% | +8.1% | -6.1% | -1.5% |
| 6M | +13.0% | +14.4% | -1.4% | +6.2% |
| YTD | +13.6% | +30.0% | -16.4% | +1.0% |
| 1Y | +20.1% | +33.3% | -13.2% | +5.5% |
| 3Y | +77.6% | +66.4% | +11.2% | +40.7% |
| 5Y | +82.5% | +178.6% | -96.1% | +12.7% |
| 10Y | +316.5% | +198.4% | +118.1% | +126.6% |
| All | +776.1% | +408.7% | +367.4% | +211.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling