+72.9%
IWD vs STLD
+269.6%
-196.7%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +2.1% | -0.1% | +1.6% |
| 7D | +1.3% | -9.7% | +10.9% | +3.4% |
| 30D | +3.6% | -4.5% | +8.1% | +4.5% |
| 3M | +2.3% | -13.1% | +15.4% | +5.1% |
| 6M | +13.0% | -2.8% | +15.8% | +12.7% |
| YTD | +26.2% | +35.3% | -9.2% | +16.0% |
| 1Y | +30.5% | +51.4% | -20.9% | +16.7% |
| 3Y | +86.2% | +117.9% | -31.7% | +49.6% |
| 5Y | +72.9% | +272.6% | -199.7% | +18.8% |
| All | +72.9% | +269.6% | -196.7% | +18.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling