+210.0%
SHEL vs IBKR
+1,011.6%
-801.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +2.2% | -1.3% | +0.2% |
| 7D | +4.1% | -1.3% | +5.5% | +4.5% |
| 30D | +8.4% | -0.2% | +8.6% | +8.0% |
| 3M | +13.7% | +3.0% | +10.8% | +11.5% |
| 6M | +12.7% | +33.9% | -21.2% | +0.8% |
| YTD | +35.3% | +42.5% | -7.2% | +17.9% |
| 1Y | +39.4% | +44.9% | -5.5% | +19.8% |
| 3Y | +71.5% | +293.0% | -221.5% | -4.2% |
| 5Y | +195.0% | +497.7% | -302.6% | +32.7% |
| All | +210.0% | +1,011.6% | -801.6% | +14.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 10y: compounded portfolio wealth divided by compounded IBKR 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…
10y analysis · Full analysis span regression · 6 months rolling