+166.8%
SHEL vs IR
+271.9%
-105.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.7% | +1.0% | +0.6% |
| 7D | +3.9% | -3.1% | +7.0% | +5.2% |
| 30D | +7.0% | -14.0% | +21.0% | +13.2% |
| 3M | +12.5% | +3.7% | +8.8% | +9.6% |
| 6M | +14.8% | -15.4% | +30.1% | +20.1% |
| YTD | +34.2% | -7.7% | +41.8% | +34.4% |
| 1Y | +37.0% | -8.8% | +45.8% | +37.3% |
| 3Y | +70.9% | +5.6% | +65.3% | +52.7% |
| 5Y | +192.5% | +34.3% | +158.2% | +125.8% |
| All | +166.8% | +271.9% | -105.1% | +32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling