+33.3%
SHEL vs IEF
-0.2%
+33.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | 0.0% | +0.7% | +0.6% |
| 7D | +2.2% | -0.3% | +2.5% | +1.9% |
| 30D | +6.8% | -0.8% | +7.6% | +5.9% |
| 3M | +8.1% | -1.0% | +9.1% | +7.0% |
| 6M | +14.4% | -2.8% | +17.2% | +11.2% |
| YTD | +30.0% | -1.5% | +31.5% | +28.5% |
| 1Y | +33.3% | -0.4% | +33.7% | +33.1% |
| All | +33.3% | -0.2% | +33.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 1y: compounded portfolio wealth divided by compounded IEF 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…
1y analysis · Full analysis span regression · 6 months rolling