+363.9%
IGV vs STLD
+1,087.1%
-723.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.8% |
| 7D | -4.5% | +3.1% | -7.7% | -5.3% |
| 30D | +3.2% | -9.0% | +12.2% | +5.3% |
| 3M | +4.5% | -12.4% | +16.9% | +7.2% |
| 6M | +22.1% | +25.5% | -3.4% | +14.1% |
| YTD | -1.0% | +43.6% | -44.7% | -11.2% |
| 1Y | -2.1% | +87.2% | -89.3% | -18.1% |
| 3Y | +44.6% | +135.2% | -90.7% | +12.0% |
| 5Y | +22.2% | +290.9% | -268.7% | -18.7% |
| All | +363.9% | +1,087.1% | -723.2% | +118.2% |
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