+151.9%
IWM vs STLD
+802.0%
-650.1%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.2% | -0.3% | +0.5% |
| 7D | -0.3% | -0.5% | +0.1% | -0.2% |
| 30D | +1.9% | -0.1% | +1.9% | +1.7% |
| 3M | -5.7% | -9.2% | +3.4% | -3.0% |
| 6M | -0.3% | +1.8% | -2.0% | -2.3% |
| YTD | +15.8% | +42.1% | -26.4% | -0.6% |
| 1Y | +17.1% | +58.5% | -41.4% | -3.5% |
| 3Y | +73.1% | +128.2% | -55.1% | +21.3% |
| 5Y | +25.9% | +288.2% | -262.4% | -31.3% |
| 10Y | +151.9% | +799.8% | -647.9% | -10.4% |
| All | +151.9% | +802.0% | -650.1% | -10.4% |
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