+354.8%
IGV vs STLD
+779.4%
-424.6%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +2.1% | +0.5% | +2.1% |
| 7D | -0.4% | -9.7% | +9.2% | +2.0% |
| 30D | -9.9% | -4.5% | -5.4% | -9.0% |
| 3M | -1.2% | -13.1% | +11.9% | +1.7% |
| 6M | +11.3% | -2.8% | +14.1% | +10.8% |
| YTD | -4.0% | +35.3% | -39.3% | -12.8% |
| 1Y | -7.3% | +51.4% | -58.7% | -18.3% |
| 3Y | +42.8% | +117.9% | -75.2% | +12.4% |
| 5Y | +13.7% | +272.6% | -258.9% | -23.7% |
| 10Y | +354.8% | +782.2% | -427.4% | +136.9% |
| All | +354.8% | +779.4% | -424.6% | +136.9% |
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