+143.5%
IWM vs STLD
+761.4%
-617.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | +0.8% |
| 7D | +1.4% | +2.9% | -1.5% | +0.3% |
| 30D | +2.3% | -5.6% | +7.8% | +4.2% |
| 3M | -8.3% | -11.7% | +3.4% | -4.8% |
| 6M | -1.3% | -2.8% | +1.5% | -1.8% |
| YTD | +13.5% | +36.4% | -22.9% | -1.1% |
| 1Y | +18.4% | +50.0% | -31.6% | -0.5% |
| 3Y | +69.6% | +122.3% | -52.7% | +20.0% |
| 5Y | +23.3% | +273.2% | -249.9% | -31.8% |
| All | +143.5% | +761.4% | -617.9% | -11.4% |
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