+967.4%
SHEL vs IRM
+9,897.4%
-8,930.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.7% |
| 7D | +1.9% | +1.6% | +0.3% | +1.5% |
| 30D | +8.7% | -4.2% | +12.8% | +9.7% |
| 3M | +11.0% | -5.4% | +16.3% | +12.0% |
| 6M | +14.6% | +12.0% | +2.5% | +10.5% |
| YTD | +33.3% | +42.0% | -8.8% | +20.8% |
| 1Y | +37.9% | +29.9% | +8.0% | +27.3% |
| 3Y | +69.7% | +104.4% | -34.6% | +36.7% |
| 5Y | +190.2% | +191.0% | -0.9% | +110.1% |
| 10Y | +197.0% | +417.1% | -220.1% | +81.2% |
| All | +967.4% | +9,897.4% | -8,930.0% | +346.2% |
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