+71.5%
IWM vs SHEL
+67.4%
+4.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.3% |
| 7D | +0.3% | -6.7% | +6.9% | +1.9% |
| 30D | +0.6% | -2.9% | +3.5% | +1.1% |
| 3M | -6.2% | +9.1% | -15.3% | -8.7% |
| 6M | -0.8% | +17.9% | -18.7% | -5.9% |
| YTD | +14.8% | +36.0% | -21.3% | +1.6% |
| 1Y | +16.1% | +31.8% | -15.6% | +4.3% |
| 3Y | +71.5% | +66.9% | +4.7% | +35.9% |
| All | +71.5% | +67.4% | +4.1% | +35.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling