+205.1%
IWD vs STLD
+868.9%
-663.8%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.5% |
| 7D | -0.5% | -11.1% | +10.7% | +2.6% |
| 30D | +2.7% | -4.8% | +7.4% | +3.8% |
| 3M | +0.9% | -14.6% | +15.4% | +4.7% |
| 6M | +10.5% | -7.4% | +18.0% | +11.6% |
| YTD | +23.7% | +32.6% | -8.9% | +12.3% |
| 1Y | +28.7% | +47.3% | -18.6% | +13.4% |
| 3Y | +79.7% | +107.5% | -27.8% | +39.7% |
| 5Y | +69.7% | +268.8% | -199.1% | +6.1% |
| All | +205.1% | +868.9% | -663.8% | +31.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling