+568.9%
SHEL vs IAG
+368.9%
+200.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.8% | +4.4% | +2.8% |
| 7D | +1.9% | +4.3% | -2.3% | +1.4% |
| 30D | +8.7% | +9.8% | -1.1% | +7.2% |
| 3M | +11.0% | +28.9% | -17.9% | +6.6% |
| 6M | +14.6% | -7.6% | +22.1% | +14.0% |
| YTD | +33.3% | +22.0% | +11.3% | +27.1% |
| 1Y | +37.9% | +99.5% | -61.6% | +22.3% |
| 3Y | +69.7% | +818.3% | -748.5% | +17.9% |
| 5Y | +190.2% | +785.9% | -595.8% | +93.2% |
| 10Y | +197.0% | +381.1% | -184.1% | +94.3% |
| All | +568.9% | +368.9% | +200.1% | +217.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling