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  • IJR vs STLD✓SelectedUSD · STLDIJR vs STLD performance historyLatest closeAs of-0.75%09/08
Stock and ETF performance explorer

IJR vs STLD

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+41.1%
STLD return
+291.8%
Excess return
-250.7%
Maximum drawdown
-28.0%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for 5y.

Portfolio and benchmark returns by period
PeriodPortfolioSTLDExcessAlpha
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