+31.3%
IOT vs STLD
+141.4%
-110.1%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | +2.8% | +2.7% | +0.1% | +1.9% |
| 30D | -1.8% | -8.4% | +6.7% | +0.3% |
| 3M | +17.9% | -9.9% | +27.7% | +20.6% |
| 6M | +13.5% | +33.0% | -19.5% | 0.0% |
| YTD | +13.3% | +42.6% | -29.3% | -5.1% |
| 1Y | -3.3% | +80.8% | -84.1% | -28.0% |
| 3Y | +31.3% | +143.4% | -112.1% | -20.4% |
| All | +31.3% | +141.4% | -110.1% | -20.4% |
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