+192.5%
SHEL vs IYR
+4.5%
+188.0%
-25.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.7% |
| 7D | +3.9% | -2.8% | +6.8% | +5.0% |
| 30D | +7.0% | -2.5% | +9.5% | +7.9% |
| 3M | +12.5% | -3.0% | +15.4% | +13.5% |
| 6M | +14.8% | +1.6% | +13.1% | +13.7% |
| YTD | +34.2% | +7.3% | +26.9% | +30.1% |
| 1Y | +37.0% | +5.6% | +31.4% | +33.6% |
| 3Y | +70.9% | +28.1% | +42.8% | +53.9% |
| 5Y | +192.5% | +6.1% | +186.4% | +182.2% |
| All | +192.5% | +4.5% | +188.0% | +182.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling