+71.5%
SHEL vs IFF
+29.0%
+42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.5% | +1.4% | +0.9% |
| 7D | +4.1% | -3.2% | +7.3% | +4.2% |
| 30D | +8.4% | -0.3% | +8.7% | +8.4% |
| 3M | +13.7% | +8.4% | +5.3% | +13.1% |
| 6M | +12.7% | +23.0% | -10.3% | +10.6% |
| YTD | +35.3% | +25.5% | +9.8% | +31.8% |
| 1Y | +39.4% | +29.1% | +10.3% | +34.9% |
| 3Y | +71.5% | +31.7% | +39.8% | +66.5% |
| All | +71.5% | +29.0% | +42.5% | +66.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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