+144.3%
IWM vs STLD
+790.2%
-645.9%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.8% | -0.9% | -1.4% |
| 7D | +2.8% | +6.9% | -4.1% | +0.3% |
| 30D | +0.6% | -1.5% | +2.1% | +1.0% |
| 3M | -7.8% | -9.7% | +1.9% | -5.0% |
| 6M | -1.0% | +2.3% | -3.3% | -3.2% |
| YTD | +13.9% | +41.0% | -27.1% | -1.9% |
| 1Y | +15.4% | +51.8% | -36.4% | -3.3% |
| 3Y | +70.2% | +126.4% | -56.2% | +19.7% |
| 5Y | +23.7% | +285.7% | -262.0% | -32.4% |
| All | +144.3% | +790.2% | -645.9% | -12.1% |
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