+197.5%
IWD vs STLD
+1,105.0%
-907.6%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.2% |
| 7D | -0.3% | +3.1% | -3.4% | -1.2% |
| 30D | +0.6% | -9.0% | +9.6% | +2.9% |
| 3M | +7.2% | -12.4% | +19.6% | +10.5% |
| 6M | +16.2% | +25.5% | -9.3% | +8.0% |
| YTD | +23.3% | +43.6% | -20.3% | +10.0% |
| 1Y | +29.6% | +87.2% | -57.6% | +6.8% |
| 3Y | +70.5% | +135.2% | -64.8% | +28.2% |
| 5Y | +73.5% | +290.9% | -217.4% | +6.9% |
| All | +197.5% | +1,105.0% | -907.6% | +19.2% |
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