+343.2%
IGV vs STLD
+761.4%
-418.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.5% | -0.6% | -0.2% |
| 7D | -5.2% | -11.1% | +5.9% | -2.5% |
| 30D | -10.0% | -4.8% | -5.2% | -9.0% |
| 3M | -0.5% | -14.6% | +14.0% | +2.8% |
| 6M | +12.6% | -7.4% | +20.0% | +13.4% |
| YTD | -6.4% | +32.6% | -39.0% | -14.6% |
| 1Y | -9.5% | +47.3% | -56.9% | -19.8% |
| 3Y | +41.7% | +107.5% | -65.8% | +12.9% |
| 5Y | +12.7% | +268.8% | -256.2% | -24.2% |
| All | +343.2% | +761.4% | -418.1% | +132.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling