+69.4%
SHEL vs IAG
+817.0%
-747.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | +0.2% |
| 7D | +3.0% | +1.7% | +1.3% | +2.9% |
| 30D | +7.2% | +11.4% | -4.2% | +6.4% |
| 3M | +12.9% | +33.0% | -20.1% | +10.6% |
| 6M | +13.7% | -6.0% | +19.7% | +13.8% |
| YTD | +33.7% | +24.6% | +9.1% | +30.6% |
| 1Y | +37.9% | +105.0% | -67.1% | +28.7% |
| All | +69.4% | +817.0% | -747.6% | +35.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling