+929.7%
IGV vs STLD
+12,322.5%
-11,392.8%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +3.8% | -4.9% | -2.1% |
| 7D | -2.3% | -4.7% | +2.4% | -1.1% |
| 30D | -11.0% | -0.9% | -10.0% | -10.9% |
| 3M | -4.5% | -11.9% | +7.4% | -1.8% |
| 6M | +10.1% | +0.9% | +9.2% | +8.5% |
| YTD | -5.1% | +40.4% | -45.5% | -15.0% |
| 1Y | -10.2% | +56.6% | -66.8% | -22.0% |
| 3Y | +37.7% | +125.5% | -87.7% | +6.7% |
| 5Y | +15.7% | +292.8% | -277.1% | -25.0% |
| 10Y | +357.1% | +787.1% | -430.0% | +117.8% |
| All | +929.7% | +12,322.5% | -11,392.8% | +48.8% |
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