+35.5%
ICE vs STLD
+255.4%
-219.9%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.4% | -1.0% |
| 7D | +2.0% | -11.1% | +13.1% | +3.4% |
| 30D | +12.9% | -4.8% | +17.7% | +13.4% |
| 3M | +15.4% | -14.6% | +30.0% | +17.3% |
| 6M | +13.1% | -7.4% | +20.5% | +13.4% |
| YTD | +7.5% | +32.6% | -25.1% | +1.6% |
| 1Y | +18.3% | +47.3% | -29.0% | +10.0% |
| 3Y | +65.9% | +107.5% | -41.6% | +41.7% |
| All | +35.5% | +255.4% | -219.9% | +1.0% |
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