+207.4%
SHEL vs IAG
+423.2%
-215.8%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.6% |
| 7D | +3.9% | -4.1% | +8.0% | +4.3% |
| 30D | +7.0% | +10.6% | -3.7% | +5.8% |
| 3M | +12.5% | +35.4% | -22.9% | +8.6% |
| 6M | +14.8% | -9.5% | +24.3% | +14.7% |
| YTD | +34.2% | +21.8% | +12.3% | +29.4% |
| 1Y | +37.0% | +84.1% | -47.1% | +25.9% |
| 3Y | +70.9% | +817.4% | -746.5% | +27.7% |
| 5Y | +192.5% | +830.1% | -637.6% | +109.6% |
| All | +207.4% | +423.2% | -215.8% | +122.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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