+160.6%
SHEL vs IP
-11.1%
+171.6%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.1% | -0.5% | -1.5% |
| 7D | -6.7% | 0.0% | -6.7% | -6.7% |
| 30D | -2.9% | +9.4% | -12.3% | -4.1% |
| 3M | +9.1% | -14.1% | +23.1% | +11.1% |
| 6M | +17.9% | +9.2% | +8.7% | +15.1% |
| YTD | +36.0% | -7.5% | +43.5% | +35.6% |
| 1Y | +31.8% | -2.8% | +34.6% | +29.8% |
| 3Y | +66.9% | +21.2% | +45.6% | +48.3% |
| 5Y | +160.6% | -11.5% | +172.1% | +159.0% |
| All | +160.6% | -11.1% | +171.6% | +159.0% |
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