+55.6%
IOT vs STLD
+321.8%
-266.2%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.5% | +1.0% | 0.0% |
| 7D | -0.8% | -3.6% | +2.8% | +0.6% |
| 30D | -4.7% | -10.1% | +5.4% | -1.1% |
| 3M | +17.8% | -11.4% | +29.2% | +21.9% |
| 6M | +16.8% | +30.8% | -14.0% | +0.5% |
| YTD | +8.4% | +40.7% | -32.2% | -11.6% |
| 1Y | -0.8% | +80.8% | -81.6% | -29.0% |
| 3Y | +25.7% | +140.2% | -114.4% | -25.0% |
| All | +55.6% | +321.8% | -266.2% | -34.1% |
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