+19.5%
ICE vs STLD
+56.0%
-36.4%
-29.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +3.8% | -2.4% | +1.6% |
| 7D | +3.2% | -4.7% | +7.8% | +2.8% |
| 30D | +12.9% | -0.9% | +13.9% | +12.8% |
| 3M | +17.5% | -11.9% | +29.4% | +16.8% |
| 6M | +14.0% | +0.9% | +13.1% | +14.3% |
| YTD | +10.0% | +40.4% | -30.4% | +9.4% |
| 1Y | +19.5% | +56.6% | -37.0% | +14.8% |
| All | +19.5% | +56.0% | -36.4% | +14.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling