+190.1%
SHEL vs IBB
+20.0%
+170.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | +1.9% | -1.7% | +3.6% | +2.2% |
| 30D | +8.7% | +4.9% | +3.8% | +7.6% |
| 3M | +11.0% | +24.2% | -13.3% | +6.4% |
| 6M | +14.6% | +23.8% | -9.3% | +9.6% |
| YTD | +33.3% | +23.0% | +10.3% | +27.6% |
| 1Y | +37.9% | +46.2% | -8.3% | +26.9% |
| 3Y | +69.7% | +64.8% | +4.9% | +50.6% |
| 5Y | +190.1% | +20.9% | +169.2% | +149.8% |
| All | +190.1% | +20.0% | +170.2% | +149.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling