+71.7%
SHEL vs IBB
+86.3%
-14.6%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.6% |
| 7D | -5.8% | +2.7% | -8.5% | -6.1% |
| 30D | -1.3% | +6.3% | -7.6% | -2.2% |
| 3M | +12.7% | +11.1% | +1.6% | +10.6% |
| 6M | +19.9% | +29.2% | -9.4% | +14.1% |
| YTD | +38.3% | +30.2% | +8.0% | +30.9% |
| 1Y | +35.7% | +39.5% | -3.8% | +25.9% |
| 3Y | +71.7% | +92.3% | -20.6% | +44.1% |
| All | +71.7% | +86.3% | -14.6% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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