+38.8%
SHEL vs IRE
-97.7%
+136.6%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -15.8% | +14.2% | -1.6% |
| 7D | -6.7% | -41.9% | +35.3% | -6.5% |
| 30D | -2.9% | -75.1% | +72.2% | -2.5% |
| 3M | +9.1% | -82.4% | +91.5% | +9.6% |
| 6M | +17.9% | -95.5% | +113.4% | +19.9% |
| YTD | +36.0% | -93.1% | +129.1% | +35.0% |
| 1Y | +31.8% | -97.8% | +129.6% | +31.7% |
| All | +38.8% | -97.7% | +136.6% | +38.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling