+438.7%
SHEL vs IJR
+1,119.4%
-680.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +1.0% |
| 7D | +3.9% | -2.3% | +6.3% | +5.6% |
| 30D | +7.0% | -4.7% | +11.7% | +10.4% |
| 3M | +12.5% | +2.1% | +10.4% | +10.3% |
| 6M | +14.8% | +13.9% | +0.9% | +3.8% |
| YTD | +34.2% | +18.2% | +15.9% | +17.8% |
| 1Y | +37.0% | +21.8% | +15.2% | +17.3% |
| 3Y | +70.9% | +52.2% | +18.7% | +20.9% |
| 5Y | +192.5% | +40.1% | +152.4% | +114.9% |
| 10Y | +208.5% | +169.7% | +38.8% | +42.4% |
| All | +438.7% | +1,119.4% | -680.7% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling