+188.8%
SHEL vs IEF
-9.5%
+198.3%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.1% | -1.3% | +5.5% | +3.6% |
| 30D | +8.4% | -1.7% | +10.1% | +7.8% |
| 3M | +13.7% | -2.5% | +16.2% | +12.8% |
| 6M | +12.7% | -3.3% | +16.0% | +11.6% |
| YTD | +35.3% | -2.8% | +38.1% | +34.2% |
| 1Y | +39.4% | -2.7% | +42.1% | +38.3% |
| 3Y | +71.5% | +8.9% | +62.5% | +75.9% |
| All | +188.8% | -9.5% | +198.3% | +131.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling