+28.7%
IWD vs STLD
+45.5%
-16.7%
-6.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.5% | -0.8% | -0.4% |
| 7D | -0.5% | -11.1% | +10.7% | +1.2% |
| 30D | +2.7% | -4.8% | +7.4% | +3.3% |
| 3M | +0.9% | -14.6% | +15.4% | +3.1% |
| 6M | +10.5% | -7.4% | +18.0% | +10.9% |
| YTD | +23.7% | +32.6% | -8.9% | +14.3% |
| 1Y | +28.7% | +47.3% | -18.6% | +14.7% |
| All | +28.7% | +45.5% | -16.7% | +14.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling