+425.9%
SHEL vs IBB
+577.3%
-151.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.2% |
| 7D | -6.7% | +0.8% | -7.4% | -7.1% |
| 30D | -2.9% | +5.2% | -8.1% | -5.1% |
| 3M | +9.1% | +8.6% | +0.5% | +4.8% |
| 6M | +17.9% | +27.8% | -9.9% | +5.3% |
| YTD | +36.0% | +28.8% | +7.2% | +20.5% |
| 1Y | +31.8% | +36.4% | -4.6% | +13.9% |
| 3Y | +66.9% | +89.3% | -22.5% | +23.5% |
| 5Y | +160.6% | +43.3% | +117.3% | +112.5% |
| 10Y | +197.5% | +130.6% | +66.9% | +91.3% |
| All | +425.9% | +577.3% | -151.4% | +61.5% |
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