+756.6%
IWM vs SHEL
+453.2%
+303.3%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SHEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.7% | -2.4% | -2.0% |
| 7D | +2.8% | -1.6% | +4.3% | +3.5% |
| 30D | +0.6% | -4.3% | +4.9% | +2.5% |
| 3M | -7.8% | +10.4% | -18.2% | -12.3% |
| 6M | -1.0% | +17.5% | -18.5% | -9.1% |
| YTD | +13.9% | +37.8% | -23.9% | -3.8% |
| 1Y | +15.4% | +33.8% | -18.3% | -1.2% |
| 3Y | +70.2% | +69.1% | +1.1% | +29.1% |
| 5Y | +23.7% | +165.7% | -142.0% | -26.9% |
| 10Y | +147.8% | +212.9% | -65.1% | +23.6% |
| All | +756.6% | +453.2% | +303.3% | +184.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling