+14.5%
IGV vs STLD
+288.2%
-273.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.6% |
| 7D | +2.5% | +6.9% | -4.4% | +0.8% |
| 30D | -8.6% | -1.5% | -7.1% | -8.4% |
| 3M | -1.6% | -9.7% | +8.1% | +0.4% |
| 6M | +13.4% | +2.3% | +11.1% | +11.4% |
| YTD | -4.0% | +41.0% | -45.0% | -14.6% |
| 1Y | -7.6% | +51.8% | -59.5% | -19.7% |
| 3Y | +39.3% | +126.4% | -87.1% | +4.9% |
| 5Y | +14.5% | +285.7% | -271.2% | -29.4% |
| All | +14.5% | +288.2% | -273.7% | -29.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling