+808.3%
IWM vs STLD
+15,369.2%
-14,560.9%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.6% | +1.9% | +0.8% |
| 7D | +0.1% | +3.1% | -3.1% | -0.9% |
| 30D | -1.3% | -9.0% | +7.7% | +1.4% |
| 3M | +1.6% | -12.4% | +14.0% | +5.1% |
| 6M | +13.6% | +25.5% | -11.9% | +4.6% |
| YTD | +20.8% | +43.6% | -22.9% | +6.2% |
| 1Y | +26.4% | +87.2% | -60.8% | +2.0% |
| 3Y | +60.7% | +135.2% | -74.5% | +18.5% |
| 5Y | +38.2% | +290.9% | -252.7% | -16.3% |
| 10Y | +169.5% | +1,113.5% | -944.0% | +7.7% |
| All | +808.3% | +15,369.2% | -14,560.9% | +46.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling