+207.5%
SHEL vs IP
+26.3%
+181.2%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.3% |
| 7D | -8.8% | -5.1% | -3.8% | -7.4% |
| 30D | +2.3% | +8.5% | -6.2% | -0.5% |
| 3M | +11.6% | -13.8% | +25.4% | +16.2% |
| 6M | +15.7% | +5.7% | +9.9% | +11.0% |
| YTD | +38.6% | -9.1% | +47.7% | +37.3% |
| 1Y | +38.5% | -0.8% | +39.3% | +32.3% |
| 3Y | +66.9% | +14.8% | +52.1% | +38.9% |
| 5Y | +160.6% | -11.5% | +172.1% | +139.3% |
| All | +207.5% | +26.3% | +181.2% | +131.1% |
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