+36.9%
IJH vs STLD
+288.2%
-251.3%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.8% | -0.4% | -0.9% |
| 7D | +3.0% | +6.9% | -3.8% | +0.9% |
| 30D | +0.8% | -1.5% | +2.3% | +1.1% |
| 3M | -5.1% | -9.7% | +4.6% | -2.6% |
| 6M | +1.3% | +2.3% | -1.1% | -0.7% |
| YTD | +12.8% | +41.0% | -28.2% | -1.0% |
| 1Y | +14.1% | +51.8% | -37.7% | -2.3% |
| 3Y | +57.8% | +126.4% | -68.6% | +15.7% |
| 5Y | +36.9% | +285.7% | -248.8% | -17.7% |
| All | +36.9% | +288.2% | -251.3% | -17.7% |
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