+179.0%
SHEL vs IP
-17.2%
+196.2%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | +0.4% |
| 7D | +2.2% | -5.3% | +7.5% | +3.0% |
| 30D | +6.8% | -10.9% | +17.7% | +8.4% |
| 3M | +8.1% | +11.2% | -3.1% | +5.6% |
| 6M | +14.4% | -10.2% | +24.6% | +15.8% |
| YTD | +30.0% | -2.0% | +32.0% | +28.8% |
| 1Y | +33.3% | -19.1% | +52.4% | +37.2% |
| 3Y | +66.4% | +20.9% | +45.6% | +50.7% |
| All | +179.0% | -17.2% | +196.2% | +171.9% |
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