+210.0%
SHEL vs IOVA
+9.7%
+200.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +5.7% | -4.8% | +0.5% |
| 7D | +4.1% | -2.2% | +6.3% | +4.2% |
| 30D | +8.4% | +27.6% | -19.2% | +6.8% |
| 3M | +13.7% | +117.2% | -103.5% | +8.3% |
| 6M | +12.7% | +77.7% | -65.0% | +7.9% |
| YTD | +35.3% | +215.0% | -179.7% | +24.7% |
| 1Y | +39.4% | +255.4% | -216.0% | +26.8% |
| 3Y | +71.5% | +42.6% | +28.8% | +54.7% |
| 5Y | +195.0% | -62.2% | +257.2% | +178.9% |
| All | +210.0% | +9.7% | +200.3% | +183.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling