+220.3%
SHEL vs IP
+20.8%
+199.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.4% | -0.1% | +0.9% |
| 7D | +0.8% | -0.3% | +1.1% | +0.8% |
| 30D | -3.6% | +7.9% | -11.5% | -6.1% |
| 3M | +12.0% | -15.3% | +27.4% | +17.3% |
| 6M | +19.7% | +10.5% | +9.2% | +13.1% |
| YTD | +39.6% | -9.4% | +49.0% | +38.5% |
| 1Y | +36.4% | -4.6% | +41.1% | +32.3% |
| 3Y | +70.2% | +21.2% | +49.0% | +37.9% |
| 5Y | +169.2% | -13.3% | +182.6% | +149.7% |
| All | +220.3% | +20.8% | +199.5% | +146.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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