+69.4%
SHEL vs IRM
+102.2%
-32.8%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | +3.0% | 0.0% | +2.6% |
| 30D | +7.2% | -5.2% | +12.4% | +7.9% |
| 3M | +12.9% | -8.0% | +20.9% | +13.9% |
| 6M | +13.7% | +9.2% | +4.5% | +11.8% |
| YTD | +33.7% | +41.0% | -7.3% | +26.2% |
| 1Y | +37.9% | +23.3% | +14.6% | +32.6% |
| All | +69.4% | +102.2% | -32.8% | +53.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling