+2,460.3%
SHEL vs IP
+364.8%
+2,095.4%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.2% | -1.5% | 0.0% |
| 7D | +2.2% | -5.3% | +7.5% | +3.8% |
| 30D | +6.8% | -10.9% | +17.7% | +10.3% |
| 3M | +8.1% | +11.2% | -3.1% | +3.3% |
| 6M | +14.4% | -10.2% | +24.6% | +15.1% |
| YTD | +30.0% | -2.0% | +32.0% | +26.5% |
| 1Y | +33.3% | -19.1% | +52.4% | +36.8% |
| 3Y | +66.4% | +20.9% | +45.6% | +44.7% |
| 5Y | +178.6% | -17.8% | +196.4% | +170.1% |
| 10Y | +198.4% | +23.5% | +174.9% | +147.5% |
| All | +2,460.3% | +364.8% | +2,095.4% | +1,295.5% |
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