+43.3%
SHEL vs IRE
-97.6%
+140.8%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -23.2% | +21.0% | -2.2% |
| 7D | -3.2% | -46.8% | +43.7% | -3.0% |
| 30D | +5.5% | -75.5% | +81.0% | +6.1% |
| 3M | +14.4% | -79.4% | +93.8% | +15.0% |
| 6M | +16.2% | -91.3% | +107.4% | +16.9% |
| YTD | +42.4% | -90.8% | +133.2% | +40.9% |
| 1Y | +43.3% | -97.7% | +141.0% | +44.9% |
| All | +43.3% | -97.6% | +140.8% | +44.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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