+38.2%
SHEL vs IAG
+84.7%
-46.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.2% | +2.6% | +0.4% |
| 7D | +3.9% | -4.1% | +8.0% | +4.0% |
| 30D | +7.0% | +10.6% | -3.7% | +6.8% |
| 3M | +12.5% | +35.4% | -22.9% | +11.8% |
| 6M | +14.8% | -9.5% | +24.3% | +16.1% |
| YTD | +34.2% | +21.8% | +12.3% | +34.7% |
| All | +38.2% | +84.7% | -46.5% | +37.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling