+169.0%
SHEL vs IOT
+54.1%
+114.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.0% | +0.8% |
| 7D | +4.1% | -4.5% | +8.6% | +4.3% |
| 30D | +8.4% | -2.4% | +10.8% | +8.4% |
| 3M | +13.7% | +19.0% | -5.3% | +12.6% |
| 6M | +12.7% | +19.6% | -6.9% | +11.4% |
| YTD | +35.3% | +8.3% | +27.0% | +34.0% |
| 1Y | +39.4% | -0.8% | +40.2% | +38.3% |
| 3Y | +71.5% | +24.4% | +47.0% | +66.8% |
| All | +169.0% | +54.1% | +114.9% | +149.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling