+201.7%
IWD vs STLD
+761.4%
-559.7%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -3.2% | +3.5% | +1.1% |
| 7D | +2.3% | +2.9% | -0.7% | +1.4% |
| 30D | +3.6% | -5.6% | +9.1% | +5.0% |
| 3M | +2.2% | -11.7% | +13.9% | +5.0% |
| 6M | +13.0% | -2.8% | +15.7% | +12.5% |
| YTD | +26.5% | +36.4% | -9.9% | +13.9% |
| 1Y | +30.1% | +50.0% | -19.9% | +14.0% |
| 3Y | +84.9% | +122.3% | -37.4% | +40.8% |
| 5Y | +73.4% | +273.2% | -199.9% | +7.9% |
| All | +201.7% | +761.4% | -559.7% | +33.8% |
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