+210.0%
SHEL vs IVZ
+65.9%
+144.1%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | +0.5% |
| 7D | +4.1% | -2.4% | +6.5% | +4.9% |
| 30D | +8.4% | +3.0% | +5.3% | +7.2% |
| 3M | +13.7% | +14.9% | -1.2% | +7.9% |
| 6M | +12.7% | +36.7% | -24.0% | +0.3% |
| YTD | +35.3% | +25.7% | +9.6% | +23.0% |
| 1Y | +39.4% | +47.7% | -8.3% | +19.2% |
| 3Y | +71.5% | +138.8% | -67.4% | +18.2% |
| 5Y | +195.0% | +62.1% | +132.9% | +126.2% |
| All | +210.0% | +65.9% | +144.1% | +102.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling