+434.6%
SHEL vs IBB
+584.7%
-150.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -1.3% |
| 7D | -5.8% | +2.7% | -8.5% | -6.9% |
| 30D | -1.3% | +6.3% | -7.6% | -4.0% |
| 3M | +12.7% | +11.1% | +1.6% | +7.2% |
| 6M | +19.9% | +29.2% | -9.4% | +6.6% |
| YTD | +38.3% | +30.2% | +8.0% | +21.9% |
| 1Y | +35.7% | +39.5% | -3.8% | +16.2% |
| 3Y | +71.7% | +92.3% | -20.6% | +26.3% |
| 5Y | +158.4% | +43.0% | +115.5% | +111.0% |
| 10Y | +204.1% | +137.1% | +67.0% | +93.2% |
| All | +434.6% | +584.7% | -150.1% | +63.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling