+210.0%
SHEL vs IQV
+242.6%
-32.6%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.7% | -0.9% | +0.3% |
| 7D | +4.1% | -2.2% | +6.4% | +4.7% |
| 30D | +8.4% | +8.3% | +0.1% | +5.8% |
| 3M | +13.7% | +44.6% | -30.9% | +0.9% |
| 6M | +12.7% | +52.6% | -39.9% | -2.5% |
| YTD | +35.3% | +16.1% | +19.2% | +26.5% |
| 1Y | +39.4% | +37.3% | +2.1% | +22.7% |
| 3Y | +71.5% | +21.6% | +49.9% | +50.4% |
| 5Y | +195.0% | +0.5% | +194.5% | +170.4% |
| All | +210.0% | +242.6% | -32.6% | +78.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IQV.
Daily Out/Under-Performance
Portfolio return minus IQV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IQV 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 10y: compounded portfolio wealth divided by compounded IQV 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…
10y analysis · Full analysis span regression · 6 months rolling