+1,018.4%
SHEL vs IRM
+9,772.9%
-8,754.5%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.7% | +2.1% | +1.5% |
| 7D | +0.8% | +6.8% | -6.0% | -0.8% |
| 30D | -3.6% | +2.6% | -6.2% | -4.4% |
| 3M | +12.0% | -9.5% | +21.5% | +14.2% |
| 6M | +19.7% | -8.5% | +28.2% | +21.2% |
| YTD | +39.6% | +40.3% | -0.6% | +26.5% |
| 1Y | +36.4% | +28.7% | +7.8% | +26.1% |
| 3Y | +70.2% | +111.8% | -41.6% | +35.5% |
| 5Y | +169.2% | +189.1% | -19.9% | +94.8% |
| 10Y | +217.1% | +519.8% | -302.7% | +85.2% |
| All | +1,018.4% | +9,772.9% | -8,754.5% | +367.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling