+33.3%
SHEL vs IRM
+34.4%
-1.1%
-18.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.6% | -1.0% | +0.6% |
| 7D | +2.2% | -0.5% | +2.7% | +2.3% |
| 30D | +6.8% | -8.1% | +14.9% | +7.5% |
| 3M | +8.1% | -9.7% | +17.8% | +9.0% |
| 6M | +14.4% | +10.0% | +4.4% | +13.0% |
| YTD | +30.0% | +43.0% | -13.0% | +24.3% |
| 1Y | +33.3% | +32.7% | +0.6% | +29.6% |
| All | +33.3% | +34.4% | -1.1% | +29.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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