+210.0%
SHEL vs IJR
+172.1%
+37.9%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.5% |
| 7D | +4.1% | -2.2% | +6.3% | +5.7% |
| 30D | +8.4% | -4.6% | +13.0% | +11.9% |
| 3M | +13.7% | +0.2% | +13.5% | +13.0% |
| 6M | +12.7% | +14.7% | -2.0% | +1.1% |
| YTD | +35.3% | +18.9% | +16.4% | +17.9% |
| 1Y | +39.4% | +19.9% | +19.4% | +20.1% |
| 3Y | +71.5% | +53.0% | +18.4% | +17.8% |
| 5Y | +195.0% | +40.9% | +154.2% | +110.7% |
| All | +210.0% | +172.1% | +37.9% | +37.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling