+70.0%
SHEL vs IEF
+9.2%
+60.9%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.2% | +0.1% |
| 7D | +3.9% | -1.2% | +5.1% | +3.6% |
| 30D | +7.0% | -1.5% | +8.4% | +6.5% |
| 3M | +12.5% | -1.7% | +14.2% | +12.0% |
| 6M | +14.8% | -3.5% | +18.3% | +13.9% |
| YTD | +34.2% | -2.6% | +36.8% | +33.3% |
| 1Y | +37.0% | -2.4% | +39.4% | +36.2% |
| All | +70.0% | +9.2% | +60.9% | +72.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling