+160.4%
SHEL vs IP
-12.0%
+172.4%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.9% | -1.1% |
| 7D | -8.8% | -5.1% | -3.8% | -8.2% |
| 30D | +2.3% | +8.5% | -6.2% | +1.1% |
| 3M | +11.6% | -13.8% | +25.4% | +13.6% |
| 6M | +15.7% | +5.7% | +9.9% | +13.4% |
| YTD | +38.6% | -9.1% | +47.7% | +38.5% |
| 1Y | +38.5% | -0.8% | +39.3% | +35.6% |
| 3Y | +66.9% | +14.8% | +52.1% | +50.7% |
| All | +160.4% | -12.0% | +172.4% | +156.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling