+41.1%
IJR vs STLD
+291.8%
-250.7%
-28.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | 0.0% | -0.5% |
| 7D | +0.9% | +2.7% | -1.7% | 0.0% |
| 30D | -3.1% | -8.4% | +5.3% | -0.7% |
| 3M | +4.4% | -9.9% | +14.3% | +7.1% |
| 6M | +16.1% | +33.0% | -16.9% | +4.3% |
| YTD | +20.6% | +42.6% | -22.0% | +5.4% |
| 1Y | +22.9% | +80.8% | -57.9% | -1.2% |
| 3Y | +55.2% | +143.4% | -88.2% | +11.5% |
| 5Y | +41.1% | +293.4% | -252.3% | -13.8% |
| All | +41.1% | +291.8% | -250.7% | -13.8% |
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 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