+72.5%
ICE vs STLD
+129.0%
-56.4%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.2% | +1.2% | +2.4% |
| 7D | +3.2% | -0.5% | +3.7% | +3.2% |
| 30D | +14.7% | -0.1% | +14.8% | +14.7% |
| 3M | +19.8% | -9.2% | +28.9% | +20.2% |
| 6M | +15.2% | +1.8% | +13.5% | +14.8% |
| YTD | +12.7% | +42.1% | -29.5% | +9.0% |
| 1Y | +20.4% | +58.5% | -38.1% | +15.3% |
| All | +72.5% | +129.0% | -56.4% | +55.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling