+1,172.9%
SHEL vs IVZ
+1,090.9%
+82.0%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.8% | +3.2% |
| 7D | +1.9% | +1.1% | +0.8% | +1.6% |
| 30D | +8.7% | +3.1% | +5.6% | +7.6% |
| 3M | +11.0% | +18.2% | -7.2% | +5.3% |
| 6M | +14.6% | +38.6% | -24.1% | +3.3% |
| YTD | +33.3% | +25.9% | +7.4% | +22.8% |
| 1Y | +37.9% | +51.7% | -13.8% | +20.1% |
| 3Y | +69.7% | +138.7% | -68.9% | +25.8% |
| 5Y | +190.1% | +62.8% | +127.4% | +133.1% |
| 10Y | +197.0% | +60.9% | +136.1% | +122.7% |
| All | +1,172.9% | +1,090.9% | +82.0% | +514.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling