+250.0%
SHEL vs IOVA
-92.6%
+342.7%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.3% |
| 7D | +0.8% | -3.5% | +4.3% | +0.8% |
| 30D | -3.6% | -45.4% | +41.8% | -2.9% |
| 3M | +12.0% | +19.0% | -7.0% | +11.4% |
| 6M | +19.7% | +112.0% | -92.3% | +17.7% |
| YTD | +39.6% | +184.2% | -144.6% | +36.4% |
| 1Y | +36.4% | +222.0% | -185.5% | +32.9% |
| 3Y | +70.2% | +92.6% | -22.4% | +64.9% |
| 5Y | +169.2% | -63.2% | +232.4% | +163.9% |
| 10Y | +217.1% | +2.1% | +215.0% | +206.9% |
| All | +250.0% | -92.6% | +342.7% | +229.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling