+64.3%
IYR vs STLD
+1,072.4%
-1,008.0%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.7% | +0.6% | +0.1% |
| 7D | -0.4% | +2.7% | -3.0% | -1.0% |
| 30D | -2.5% | -8.4% | +5.9% | -1.0% |
| 3M | +1.5% | -9.9% | +11.3% | +3.1% |
| 6M | +3.9% | +33.0% | -29.2% | -3.0% |
| YTD | +9.5% | +42.6% | -33.0% | +0.5% |
| 1Y | +7.5% | +80.8% | -73.3% | -6.7% |
| 3Y | +30.8% | +143.4% | -112.6% | +3.8% |
| 5Y | +4.8% | +293.4% | -288.6% | -27.9% |
| 10Y | +64.3% | +1,080.4% | -1,016.1% | -22.8% |
| All | +64.3% | +1,072.4% | -1,008.0% | -22.8% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling