+172.1%
IJR vs STLD
+1,092.9%
-920.8%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.2% | -1.2% | -1.1% |
| 7D | -1.1% | -2.8% | +1.7% | -0.1% |
| 30D | -3.6% | -10.4% | +6.8% | 0.0% |
| 3M | +2.3% | -10.6% | +12.9% | +5.7% |
| 6M | +14.3% | +32.7% | -18.3% | +1.3% |
| YTD | +19.3% | +42.8% | -23.5% | +2.2% |
| 1Y | +22.6% | +86.9% | -64.3% | -5.6% |
| 3Y | +53.5% | +143.8% | -90.3% | +4.2% |
| 5Y | +39.9% | +293.5% | -253.6% | -25.6% |
| 10Y | +172.1% | +1,122.7% | -950.6% | -14.8% |
| All | +172.1% | +1,092.9% | -920.8% | -14.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling