+40.4%
ICE vs STLD
+288.2%
-247.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.8% | -0.7% | -1.4% |
| 7D | +2.2% | +6.9% | -4.6% | +1.4% |
| 30D | +13.7% | -1.5% | +15.2% | +13.8% |
| 3M | +17.9% | -9.7% | +27.6% | +19.1% |
| 6M | +15.0% | +2.3% | +12.6% | +13.8% |
| YTD | +10.9% | +41.0% | -30.1% | +4.1% |
| 1Y | +17.0% | +51.8% | -34.8% | +8.5% |
| 3Y | +68.2% | +126.4% | -58.2% | +41.9% |
| 5Y | +40.4% | +285.7% | -245.3% | +3.5% |
| All | +40.4% | +288.2% | -247.8% | +3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling