+172.2%
SHEL vs IQV
+487.2%
-315.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IQV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.5% |
| 7D | +3.0% | -2.6% | +5.6% | +3.7% |
| 30D | +7.2% | +6.2% | +1.0% | +5.3% |
| 3M | +12.9% | +38.0% | -25.1% | +1.9% |
| 6M | +13.7% | +43.9% | -30.2% | +0.5% |
| YTD | +33.7% | +14.0% | +19.7% | +25.8% |
| 1Y | +37.9% | +35.5% | +2.4% | +22.2% |
| 3Y | +70.2% | +20.3% | +49.9% | +50.4% |
| 5Y | +192.3% | -1.6% | +194.0% | +169.8% |
| 10Y | +207.3% | +233.4% | -26.1% | +78.9% |
| All | +172.2% | +487.2% | -315.1% | +42.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling