+733.6%
IWM vs STLD
+14,114.5%
-13,380.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -7.6% | +3.0% | -2.2% |
| 7D | -4.6% | -12.5% | +7.9% | -0.6% |
| 30D | -3.7% | -6.8% | +3.2% | -1.7% |
| 3M | -9.4% | -16.4% | +7.0% | -4.7% |
| 6M | -3.6% | -6.1% | +2.5% | -2.8% |
| YTD | +10.8% | +32.0% | -21.1% | -0.2% |
| 1Y | +11.9% | +45.5% | -33.6% | -2.3% |
| 3Y | +60.6% | +106.5% | -45.9% | +23.2% |
| 5Y | +19.2% | +267.2% | -248.0% | -26.3% |
| 10Y | +165.3% | +878.9% | -713.5% | +13.0% |
| All | +733.6% | +14,114.5% | -13,380.8% | +37.4% |
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 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