+2,657.7%
SHEL vs IP
+327.4%
+2,330.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -4.0% | +2.2% | -0.5% |
| 7D | -7.0% | -5.0% | -2.0% | -5.6% |
| 30D | +2.6% | +6.5% | -4.0% | +0.4% |
| 3M | +15.1% | -18.0% | +33.1% | +21.4% |
| 6M | +13.6% | +10.3% | +3.3% | +7.9% |
| YTD | +40.0% | -9.9% | +49.9% | +39.2% |
| 1Y | +39.2% | -1.1% | +40.2% | +34.1% |
| 3Y | +70.4% | +13.0% | +57.4% | +50.7% |
| 5Y | +163.3% | -12.3% | +175.5% | +148.8% |
| 10Y | +217.4% | +26.8% | +190.5% | +160.5% |
| All | +2,657.7% | +327.4% | +2,330.4% | +1,435.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling