+33.3%
SHEL vs IOT
+14.9%
+18.5%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.7% | -3.1% | +0.6% |
| 7D | +2.2% | -2.3% | +4.6% | +2.3% |
| 30D | +6.8% | +3.8% | +3.0% | +6.8% |
| 3M | +8.1% | +14.2% | -6.1% | +7.7% |
| 6M | +14.4% | +40.1% | -25.7% | +12.9% |
| YTD | +30.0% | +13.4% | +16.6% | +27.5% |
| 1Y | +33.3% | +12.2% | +21.2% | +31.4% |
| All | +33.3% | +14.9% | +18.5% | +31.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling