-12.3%
IP vs STLD
+268.5%
-280.7%
-48.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -7.6% | +3.6% | -1.5% |
| 7D | -5.0% | -12.5% | +7.5% | -0.9% |
| 30D | +6.5% | -6.8% | +13.4% | +8.8% |
| 3M | -18.0% | -16.4% | -1.7% | -13.7% |
| 6M | +10.3% | -6.1% | +16.4% | +11.7% |
| YTD | -9.9% | +32.0% | -41.9% | -18.7% |
| 1Y | -1.1% | +45.5% | -46.6% | -13.4% |
| 3Y | +13.0% | +106.5% | -93.5% | -13.4% |
| 5Y | -12.3% | +267.2% | -279.4% | -44.3% |
| All | -12.3% | +268.5% | -280.7% | -44.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling