+69.4%
SHEL vs IOVA
+41.0%
+28.4%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.1% | +3.4% | +0.4% |
| 7D | +3.0% | -2.2% | +5.2% | +3.1% |
| 30D | +7.2% | +31.7% | -24.5% | +6.3% |
| 3M | +12.9% | +117.3% | -104.4% | +10.1% |
| 6M | +13.7% | +55.8% | -42.1% | +11.7% |
| YTD | +33.7% | +208.8% | -175.1% | +28.3% |
| 1Y | +37.9% | +255.7% | -217.8% | +31.3% |
| All | +69.4% | +41.0% | +28.4% | +64.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling