+755.3%
IVV vs SHEL
+432.4%
+322.9%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.6% | +1.3% | +0.3% |
| 7D | -0.6% | -6.7% | +6.1% | +2.1% |
| 30D | -3.7% | -2.9% | -0.8% | -2.7% |
| 3M | -2.7% | +9.1% | -11.8% | -6.4% |
| 6M | +2.2% | +17.9% | -15.7% | -5.1% |
| YTD | +10.9% | +36.0% | -25.1% | -3.5% |
| 1Y | +11.3% | +31.8% | -20.5% | -2.0% |
| 3Y | +76.9% | +66.9% | +10.0% | +39.8% |
| 5Y | +73.5% | +160.6% | -87.1% | +10.5% |
| 10Y | +307.4% | +197.5% | +109.9% | +122.4% |
| All | +755.3% | +432.4% | +322.9% | +197.4% |
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 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