+33.3%
SHEL vs IOVA
+299.5%
-266.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.4% | +0.7% |
| 7D | +2.2% | +9.7% | -7.5% | +2.1% |
| 30D | +6.8% | +102.5% | -95.7% | +5.7% |
| 3M | +8.1% | +100.7% | -92.6% | +6.9% |
| 6M | +14.4% | +106.3% | -91.9% | +13.3% |
| YTD | +30.0% | +222.0% | -192.0% | +27.8% |
| 1Y | +33.3% | +299.5% | -266.2% | +30.9% |
| All | +33.3% | +299.5% | -266.2% | +30.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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