+210.0%
SHEL vs IEF
+3.8%
+206.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.7% |
| 7D | +4.1% | -1.3% | +5.5% | +3.0% |
| 30D | +8.4% | -1.7% | +10.1% | +7.0% |
| 3M | +13.7% | -2.5% | +16.2% | +11.6% |
| 6M | +12.7% | -3.3% | +16.0% | +10.1% |
| YTD | +35.3% | -2.8% | +38.1% | +32.6% |
| 1Y | +39.4% | -2.7% | +42.1% | +36.8% |
| 3Y | +71.5% | +8.9% | +62.5% | +84.2% |
| 5Y | +195.0% | -9.4% | +204.4% | +139.8% |
| All | +210.0% | +3.8% | +206.2% | +184.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling