+1,047.0%
IJH vs STLD
+14,597.1%
-13,550.2%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -3.2% | +3.1% | +0.8% |
| 7D | +2.3% | +2.9% | -0.6% | +1.4% |
| 30D | +2.1% | -5.6% | +7.6% | +3.6% |
| 3M | -5.7% | -11.7% | +6.1% | -2.7% |
| 6M | +1.4% | -2.8% | +4.2% | +1.2% |
| YTD | +12.6% | +36.4% | -23.8% | +1.0% |
| 1Y | +16.1% | +50.0% | -33.9% | +1.2% |
| 3Y | +57.8% | +122.3% | -64.5% | +20.0% |
| 5Y | +36.8% | +273.2% | -236.4% | -13.7% |
| 10Y | +173.7% | +763.8% | -590.1% | +26.7% |
| All | +1,047.0% | +14,597.1% | -13,550.2% | +122.5% |
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