+161.3%
IWM vs STLD
+779.4%
-618.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | +2.1% | +1.1% | +2.5% |
| 7D | +1.2% | -9.7% | +10.9% | +4.9% |
| 30D | +1.3% | -4.5% | +5.8% | +2.8% |
| 3M | -6.1% | -13.1% | +7.0% | -1.9% |
| 6M | -0.1% | -2.8% | +2.7% | -0.5% |
| YTD | +15.5% | +35.3% | -19.8% | +1.0% |
| 1Y | +18.1% | +51.4% | -33.3% | -1.0% |
| 3Y | +74.6% | +117.9% | -43.3% | +24.5% |
| 5Y | +24.6% | +272.6% | -248.0% | -31.0% |
| 10Y | +161.3% | +782.2% | -620.9% | -6.5% |
| All | +161.3% | +779.4% | -618.1% | -6.5% |
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