+1,075.9%
IJH vs STLD
+15,369.2%
-14,293.3%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.6% |
| 7D | +0.1% | +3.1% | -3.0% | -0.9% |
| 30D | -1.5% | -9.0% | +7.5% | +1.0% |
| 3M | +0.8% | -12.4% | +13.1% | +4.0% |
| 6M | +7.6% | +25.5% | -17.9% | -0.5% |
| YTD | +15.5% | +43.6% | -28.1% | +2.3% |
| 1Y | +16.9% | +87.2% | -70.3% | -4.5% |
| 3Y | +48.1% | +135.2% | -87.2% | +10.8% |
| 5Y | +47.8% | +290.9% | -243.1% | -8.0% |
| 10Y | +178.6% | +1,113.5% | -934.9% | +17.4% |
| All | +1,075.9% | +15,369.2% | -14,293.3% | +125.4% |
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 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