+162.6%
SHEL vs IBN
+73.5%
+89.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.4% | +1.0% | +1.3% |
| 7D | +0.8% | +1.9% | -1.1% | +0.5% |
| 30D | -3.6% | +22.1% | -25.7% | -6.8% |
| 3M | +12.0% | +17.1% | -5.1% | +9.0% |
| 6M | +19.7% | +35.5% | -15.9% | +13.1% |
| YTD | +39.6% | +16.8% | +22.8% | +35.7% |
| 1Y | +36.4% | +12.4% | +24.0% | +33.8% |
| 3Y | +70.2% | +58.0% | +12.2% | +50.1% |
| All | +162.6% | +73.5% | +89.2% | +126.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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