+153.5%
IP vs STLD
+8,684.3%
-8,530.8%
-90.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.6% | +3.8% | +2.7% |
| 7D | -5.3% | +3.1% | -8.4% | -6.4% |
| 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% | -17.6% |
| YTD | -2.0% | +43.6% | -45.6% | -14.3% |
| 1Y | -19.1% | +87.2% | -106.3% | -35.5% |
| 3Y | +20.9% | +135.2% | -114.4% | -13.1% |
| 5Y | -17.8% | +290.9% | -308.7% | -52.5% |
| 10Y | +23.5% | +1,113.5% | -1,089.9% | -54.1% |
| All | +153.5% | +8,684.3% | -8,530.8% | -58.3% |
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 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