+264.8%
ICE vs STLD
+802.0%
-537.3%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.2% |
| 7D | +3.2% | -0.5% | +3.7% | +3.3% |
| 30D | +14.7% | -0.1% | +14.8% | +14.5% |
| 3M | +19.8% | -9.2% | +28.9% | +21.3% |
| 6M | +15.2% | +1.8% | +13.5% | +13.8% |
| YTD | +12.7% | +42.1% | -29.5% | +3.7% |
| 1Y | +20.4% | +58.5% | -38.1% | +8.5% |
| 3Y | +70.8% | +128.2% | -57.5% | +39.2% |
| 5Y | +43.9% | +288.2% | -244.3% | +1.3% |
| 10Y | +264.8% | +799.8% | -535.0% | +91.5% |
| All | +264.8% | +802.0% | -537.3% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside STLD.
Daily Out/Under-Performance
Portfolio return minus STLD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLD 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 STLD 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