+192.5%
SHEL vs IBN
+52.7%
+139.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | +3.9% | -5.5% | +9.4% | +5.0% |
| 30D | +7.0% | -3.4% | +10.4% | +7.6% |
| 3M | +12.5% | +8.7% | +3.8% | +10.5% |
| 6M | +14.8% | +3.7% | +11.1% | +13.6% |
| YTD | +34.2% | -2.4% | +36.6% | +34.4% |
| 1Y | +37.0% | -8.1% | +45.1% | +39.1% |
| 3Y | +70.9% | +26.3% | +44.6% | +57.5% |
| 5Y | +192.5% | +54.9% | +137.6% | +156.7% |
| All | +192.5% | +52.7% | +139.8% | +156.7% |
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