+39.4%
SHEL vs IR
-8.8%
+48.2%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.2% | +1.1% | +0.8% |
| 7D | +4.1% | -4.5% | +8.6% | +3.8% |
| 30D | +8.4% | -13.9% | +22.3% | +7.6% |
| 3M | +13.7% | -0.3% | +14.1% | +13.1% |
| 6M | +12.7% | -14.3% | +27.0% | +13.0% |
| YTD | +35.3% | -7.9% | +43.2% | +35.0% |
| 1Y | +39.4% | -9.9% | +49.3% | +39.0% |
| All | +39.4% | -8.8% | +48.2% | +39.0% |
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