+40.0%
IWM vs SHEL
+186.2%
-146.2%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.5% | -3.0% | -1.2% |
| 7D | +1.4% | +1.9% | -0.5% | +0.8% |
| 30D | -2.3% | +8.7% | -10.9% | -4.8% |
| 3M | +4.0% | +11.0% | -7.0% | +0.5% |
| 6M | +17.9% | +14.6% | +3.4% | +12.3% |
| YTD | +20.2% | +33.3% | -13.1% | +8.2% |
| 1Y | +25.0% | +37.9% | -12.9% | +11.0% |
| 3Y | +66.0% | +69.7% | -3.8% | +36.3% |
| 5Y | +40.0% | +190.2% | -150.1% | -6.2% |
| All | +40.0% | +186.2% | -146.2% | -6.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling