+142.7%
IP vs STLD
+8,634.8%
-8,492.0%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.0% | +4.6% | +2.5% |
| 7D | +3.4% | -3.9% | +7.3% | +4.8% |
| 30D | +11.2% | -0.4% | +11.6% | +11.2% |
| 3M | -14.8% | -9.2% | -5.6% | -12.5% |
| 6M | +17.3% | +5.0% | +12.3% | +14.4% |
| YTD | -6.2% | +42.8% | -49.0% | -18.0% |
| 1Y | +2.3% | +60.1% | -57.7% | -13.9% |
| 3Y | +17.7% | +123.5% | -105.8% | -14.0% |
| 5Y | -8.4% | +302.0% | -310.5% | -47.5% |
| 10Y | +32.1% | +959.3% | -927.2% | -48.8% |
| All | +142.7% | +8,634.8% | -8,492.0% | -60.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling