+192.3%
SHEL vs IRM
+190.5%
+1.9%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.7% | +1.0% | +0.4% |
| 7D | +3.0% | +3.0% | 0.0% | +2.4% |
| 30D | +7.2% | -5.2% | +12.4% | +8.2% |
| 3M | +12.9% | -8.0% | +20.9% | +14.3% |
| 6M | +13.7% | +9.2% | +4.5% | +11.0% |
| YTD | +33.7% | +41.0% | -7.3% | +23.6% |
| 1Y | +37.9% | +23.3% | +14.6% | +30.6% |
| 3Y | +70.2% | +102.8% | -32.6% | +38.6% |
| 5Y | +192.3% | +192.8% | -0.4% | +121.9% |
| All | +192.3% | +190.5% | +1.9% | +121.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling