+165.3%
IWM vs SHEL
+211.3%
-46.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.2% |
| 7D | -2.5% | +3.9% | -6.5% | -4.0% |
| 30D | -4.4% | +7.0% | -11.4% | -7.0% |
| 3M | +2.2% | +12.5% | -10.2% | -2.8% |
| 6M | +14.0% | +14.8% | -0.7% | +7.0% |
| YTD | +17.4% | +34.2% | -16.8% | +2.8% |
| 1Y | +22.9% | +37.0% | -14.1% | +6.7% |
| 3Y | +62.1% | +70.9% | -8.8% | +27.1% |
| 5Y | +38.2% | +192.5% | -154.4% | -16.3% |
| All | +165.3% | +211.3% | -46.1% | +57.7% |
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