+23.9%
IP vs STLD
+135.5%
-111.6%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | -5.3% | +3.1% | -8.4% | -6.3% |
| 30D | -10.9% | -9.0% | -1.9% | -8.3% |
| 3M | +11.2% | -12.4% | +23.5% | +15.6% |
| 6M | -10.2% | +25.5% | -35.7% | -17.8% |
| YTD | -2.0% | +43.6% | -45.6% | -14.4% |
| 1Y | -19.1% | +87.2% | -106.3% | -35.0% |
| All | +23.9% | +135.5% | -111.6% | -11.8% |
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 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