+33.3%
SHEL vs IR
-1.2%
+34.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.3% | -0.6% | +0.7% |
| 7D | +2.2% | -2.8% | +5.1% | +2.1% |
| 30D | +6.8% | -15.1% | +22.0% | +6.0% |
| 3M | +8.1% | +6.1% | +2.0% | +7.8% |
| 6M | +14.4% | -16.8% | +31.2% | +15.9% |
| YTD | +30.0% | -3.5% | +33.5% | +30.1% |
| 1Y | +33.3% | -3.5% | +36.8% | +33.1% |
| All | +33.3% | -1.2% | +34.6% | +33.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 1y: compounded portfolio wealth divided by compounded IR 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…
1y analysis · Full analysis span regression · 6 months rolling