+46.1%
ICE vs STLD
+135.5%
-89.5%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.9% |
| 7D | -0.7% | +3.1% | -3.8% | -0.8% |
| 30D | +7.6% | -9.0% | +16.6% | +8.1% |
| 3M | +13.9% | -12.4% | +26.3% | +14.7% |
| 6M | -2.4% | +25.5% | -27.9% | -4.1% |
| YTD | +0.3% | +43.6% | -43.4% | -3.0% |
| 1Y | -6.4% | +87.2% | -93.6% | -11.8% |
| All | +46.1% | +135.5% | -89.5% | +32.3% |
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