+191.5%
SHEL vs IOVA
-63.0%
+254.5%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -1.0% | +3.6% | +2.6% |
| 7D | +1.9% | +5.1% | -3.1% | +1.8% |
| 30D | +8.7% | +37.2% | -28.6% | +7.5% |
| 3M | +11.0% | +117.5% | -106.5% | +8.0% |
| 6M | +14.6% | +69.6% | -55.0% | +12.0% |
| YTD | +33.3% | +218.7% | -185.4% | +27.3% |
| 1Y | +37.9% | +265.5% | -227.7% | +30.6% |
| 3Y | +69.7% | +46.2% | +23.5% | +60.9% |
| All | +191.5% | -63.0% | +254.5% | +193.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling