+438.7%
SHEL vs IJH
+1,045.0%
-606.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.1% |
| 7D | +3.9% | -2.5% | +6.4% | +6.0% |
| 30D | +7.0% | -5.0% | +12.0% | +11.2% |
| 3M | +12.5% | +0.5% | +12.0% | +11.5% |
| 6M | +14.8% | +8.2% | +6.5% | +6.6% |
| YTD | +34.2% | +12.5% | +21.7% | +20.6% |
| 1Y | +37.0% | +14.4% | +22.6% | +21.1% |
| 3Y | +70.9% | +49.5% | +21.4% | +18.8% |
| 5Y | +192.5% | +47.8% | +144.7% | +99.8% |
| 10Y | +208.5% | +180.4% | +28.1% | +26.7% |
| All | +438.7% | +1,045.0% | -606.4% | -18.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling