+161.6%
IWM vs STLD
+868.9%
-707.3%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.0% | -11.1% | +9.1% | +2.2% |
| 30D | -1.5% | -4.8% | +3.3% | +0.1% |
| 3M | -8.0% | -14.6% | +6.5% | -3.3% |
| 6M | -4.1% | -7.4% | +3.3% | -2.8% |
| YTD | +11.9% | +32.6% | -20.6% | -1.4% |
| 1Y | +15.0% | +47.3% | -32.3% | -2.7% |
| 3Y | +64.2% | +107.5% | -43.3% | +19.2% |
| 5Y | +20.4% | +268.8% | -248.4% | -33.1% |
| All | +161.6% | +868.9% | -707.3% | -9.6% |
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