+1,158.3%
IJR vs STLD
+15,369.2%
-14,210.9%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.6% | +2.0% | +0.9% |
| 7D | -0.2% | +3.1% | -3.3% | -1.2% |
| 30D | -2.4% | -9.0% | +6.6% | +0.1% |
| 3M | +3.9% | -12.4% | +16.3% | +7.4% |
| 6M | +12.4% | +25.5% | -13.1% | +3.6% |
| YTD | +21.5% | +43.6% | -22.1% | +7.1% |
| 1Y | +24.0% | +87.2% | -63.2% | +0.4% |
| 3Y | +49.7% | +135.2% | -85.5% | +11.0% |
| 5Y | +39.7% | +290.9% | -251.2% | -14.6% |
| 10Y | +169.0% | +1,113.5% | -944.4% | +10.4% |
| All | +1,158.3% | +15,369.2% | -14,210.9% | +117.6% |
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