+129.6%
IEF vs STLD
+8,232.1%
-8,102.5%
-23.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.1% |
| 7D | +0.1% | -11.1% | +11.2% | -0.3% |
| 30D | +3.1% | -4.8% | +7.9% | +2.9% |
| 3M | -0.5% | -14.6% | +14.1% | -0.9% |
| 6M | -1.6% | -7.4% | +5.8% | -1.8% |
| YTD | -1.6% | +32.6% | -34.1% | -0.4% |
| 1Y | -1.5% | +47.3% | -48.8% | +0.1% |
| 3Y | +12.4% | +107.5% | -95.1% | +16.0% |
| 5Y | -7.5% | +268.8% | -276.3% | -1.9% |
| 10Y | +5.2% | +883.3% | -878.1% | +17.8% |
| All | +129.6% | +8,232.1% | -8,102.5% | +190.7% |
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