+43.3%
SHEL vs IOT
+8.2%
+35.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +4.1% | -6.4% | -2.3% |
| 7D | -3.2% | -0.5% | -2.7% | -3.2% |
| 30D | +5.5% | +1.0% | +4.5% | +5.5% |
| 3M | +14.4% | +10.9% | +3.5% | +14.2% |
| 6M | +16.2% | +39.9% | -23.7% | +14.8% |
| YTD | +42.4% | +20.8% | +21.7% | +38.1% |
| 1Y | +43.3% | +10.6% | +32.7% | +38.5% |
| All | +43.3% | +8.2% | +35.1% | +38.5% |
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