+87.7%
IYR vs STLD
+802.0%
-714.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.2% | -1.4% | -0.5% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +6.1% | -0.1% | +6.2% | +5.9% |
| 3M | +0.9% | -9.2% | +10.1% | +2.5% |
| 6M | +1.2% | +1.8% | -0.6% | -0.1% |
| YTD | +11.1% | +42.1% | -31.0% | +1.6% |
| 1Y | +9.0% | +58.5% | -49.6% | -2.8% |
| 3Y | +41.4% | +128.2% | -86.8% | +13.3% |
| 5Y | +6.7% | +288.2% | -281.6% | -26.8% |
| 10Y | +87.7% | +799.8% | -712.1% | -7.5% |
| All | +87.7% | +802.0% | -714.4% | -7.5% |
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