+129.8%
IEF vs STLD
+8,926.7%
-8,796.9%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.6% | +1.6% | -0.1% |
| 7D | -0.3% | +3.1% | -3.4% | -0.2% |
| 30D | -0.8% | -9.0% | +8.2% | -1.1% |
| 3M | -1.0% | -12.4% | +11.4% | -1.3% |
| 6M | -2.8% | +25.5% | -28.3% | -1.9% |
| YTD | -1.5% | +43.6% | -45.1% | -0.1% |
| 1Y | -0.4% | +87.2% | -87.6% | +2.0% |
| 3Y | +9.7% | +135.2% | -125.6% | +13.7% |
| 5Y | -8.3% | +290.9% | -299.2% | -2.6% |
| 10Y | +4.6% | +1,113.5% | -1,108.8% | +18.0% |
| All | +129.8% | +8,926.7% | -8,796.9% | +191.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling