+72.7%
IOT vs STLD
+124.8%
-52.0%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +3.8% | -5.6% | -2.8% |
| 7D | +0.8% | -4.7% | +5.5% | +1.9% |
| 30D | -0.2% | -0.9% | +0.7% | -0.2% |
| 3M | +4.0% | -11.9% | +15.9% | +6.9% |
| 6M | +39.4% | +0.9% | +38.5% | +36.2% |
| YTD | +16.9% | +40.4% | -23.5% | -1.4% |
| 1Y | +4.1% | +56.6% | -52.5% | -17.0% |
| 3Y | +72.7% | +125.5% | -52.8% | +15.1% |
| All | +72.7% | +124.8% | -52.0% | +15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling