+70.0%
SHEL vs IVZ
+132.2%
-62.1%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.4% |
| 7D | +3.9% | -2.4% | +6.3% | +4.2% |
| 30D | +7.0% | +2.5% | +4.5% | +6.5% |
| 3M | +12.5% | +17.1% | -4.6% | +9.7% |
| 6M | +14.8% | +35.1% | -20.4% | +9.2% |
| YTD | +34.2% | +24.3% | +9.9% | +28.9% |
| 1Y | +37.0% | +48.7% | -11.7% | +26.9% |
| All | +70.0% | +132.2% | -62.1% | +43.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling