+188.8%
SHEL vs IJH
+48.0%
+140.8%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.5% |
| 7D | +4.1% | -1.9% | +6.0% | +5.0% |
| 30D | +8.4% | -4.6% | +13.0% | +10.7% |
| 3M | +13.7% | -1.2% | +14.9% | +14.0% |
| 6M | +12.7% | +9.4% | +3.3% | +7.2% |
| YTD | +35.3% | +13.3% | +22.0% | +26.2% |
| 1Y | +39.4% | +13.4% | +26.0% | +29.8% |
| 3Y | +71.5% | +50.4% | +21.0% | +35.1% |
| All | +188.8% | +48.0% | +140.8% | +125.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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