+595.3%
SHEL vs IEF
+129.1%
+466.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +1.9% | +0.1% | +1.9% | +2.0% |
| 30D | +8.7% | -0.7% | +9.4% | +7.9% |
| 3M | +11.0% | -0.4% | +11.4% | +10.6% |
| 6M | +14.6% | -2.5% | +17.0% | +12.0% |
| YTD | +33.3% | -1.6% | +34.9% | +31.5% |
| 1Y | +37.9% | -1.3% | +39.2% | +36.5% |
| 3Y | +69.7% | +10.1% | +59.6% | +87.3% |
| 5Y | +190.2% | -8.3% | +198.5% | +159.2% |
| 10Y | +197.0% | +4.5% | +192.5% | +212.4% |
| All | +595.3% | +129.1% | +466.2% | +1,834.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling