+210.0%
SHEL vs IYR
+69.7%
+140.3%
-67.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.4% |
| 7D | +4.1% | -1.4% | +5.5% | +4.9% |
| 30D | +8.4% | -2.7% | +11.0% | +10.0% |
| 3M | +13.7% | -2.1% | +15.8% | +14.9% |
| 6M | +12.7% | +3.6% | +9.1% | +9.7% |
| YTD | +35.3% | +8.1% | +27.2% | +28.2% |
| 1Y | +39.4% | +4.7% | +34.6% | +34.5% |
| 3Y | +71.5% | +29.1% | +42.3% | +42.4% |
| 5Y | +195.0% | +6.9% | +188.1% | +172.2% |
| All | +210.0% | +69.7% | +140.3% | +126.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 IYR 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