+64.2%
IWM vs STLD
+105.6%
-41.4%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.5% | +0.5% | +0.8% |
| 7D | -2.0% | -11.1% | +9.1% | +1.8% |
| 30D | -1.5% | -4.8% | +3.3% | 0.0% |
| 3M | -8.0% | -14.6% | +6.5% | -3.6% |
| 6M | -4.1% | -7.4% | +3.3% | -3.0% |
| YTD | +11.9% | +32.6% | -20.6% | -1.9% |
| 1Y | +15.0% | +47.3% | -32.3% | -3.4% |
| 3Y | +64.2% | +107.5% | -43.3% | +16.9% |
| All | +64.2% | +105.6% | -41.4% | +16.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling