+71.5%
SHEL vs IYR
+29.0%
+42.5%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | +0.1% | +0.6% |
| 7D | +4.1% | -1.4% | +5.5% | +4.5% |
| 30D | +8.4% | -2.7% | +11.0% | +9.2% |
| 3M | +13.7% | -2.1% | +15.8% | +14.3% |
| 6M | +12.7% | +3.6% | +9.1% | +11.0% |
| YTD | +35.3% | +8.1% | +27.2% | +31.1% |
| 1Y | +39.4% | +4.7% | +34.6% | +36.5% |
| 3Y | +71.5% | +29.1% | +42.3% | +61.6% |
| All | +71.5% | +29.0% | +42.5% | +61.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling