+66.0%
IWM vs SHEL
+70.3%
-4.3%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.1% |
| 7D | +1.4% | +1.9% | -0.5% | +0.9% |
| 30D | -2.3% | +8.7% | -10.9% | -4.5% |
| 3M | +4.0% | +11.0% | -7.0% | +0.9% |
| 6M | +17.9% | +14.6% | +3.4% | +12.5% |
| YTD | +20.2% | +33.3% | -13.1% | +7.7% |
| 1Y | +25.0% | +37.9% | -12.9% | +10.1% |
| 3Y | +66.0% | +69.7% | -3.8% | +31.6% |
| All | +66.0% | +70.3% | -4.3% | +31.6% |
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