+244.8%
ICE vs STLD
+779.4%
-534.5%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.7% |
| 7D | +1.0% | -9.7% | +10.7% | +2.7% |
| 30D | +11.4% | -4.5% | +16.0% | +12.1% |
| 3M | +16.2% | -13.1% | +29.3% | +18.5% |
| 6M | +12.5% | -2.8% | +15.2% | +12.0% |
| YTD | +8.6% | +35.3% | -26.8% | +0.8% |
| 1Y | +18.4% | +51.4% | -33.0% | +7.5% |
| 3Y | +66.4% | +117.9% | -51.5% | +36.8% |
| 5Y | +37.2% | +272.6% | -235.4% | -2.8% |
| 10Y | +244.8% | +782.2% | -537.3% | +80.6% |
| All | +244.8% | +779.4% | -534.5% | +80.6% |
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