+151.9%
IWM vs SHEL
+207.9%
-56.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.6% | +0.3% | +0.7% |
| 7D | -0.3% | -3.9% | +3.6% | +1.2% |
| 30D | +1.9% | -3.7% | +5.5% | +3.2% |
| 3M | -5.7% | +9.1% | -14.8% | -9.3% |
| 6M | -0.3% | +16.7% | -17.0% | -7.1% |
| YTD | +15.8% | +36.8% | -21.0% | +0.3% |
| 1Y | +17.1% | +31.8% | -14.7% | +2.9% |
| 3Y | +73.1% | +67.9% | +5.2% | +36.3% |
| 5Y | +25.9% | +163.3% | -137.5% | -20.3% |
| 10Y | +151.9% | +210.7% | -58.8% | +51.0% |
| All | +151.9% | +207.9% | -56.0% | +51.0% |
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