+64.5%
IYR vs STLD
+1,080.9%
-1,016.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.6% | +0.9% | -0.4% |
| 7D | -1.2% | +3.1% | -4.4% | -1.9% |
| 30D | -2.9% | -9.0% | +6.1% | -1.2% |
| 3M | +0.8% | -12.4% | +13.2% | +3.1% |
| 6M | +1.9% | +25.5% | -23.7% | -3.8% |
| YTD | +9.6% | +43.6% | -34.0% | +0.4% |
| 1Y | +8.1% | +87.2% | -79.1% | -6.8% |
| 3Y | +29.2% | +135.2% | -106.0% | +3.3% |
| 5Y | +4.3% | +290.9% | -286.6% | -28.1% |
| All | +64.5% | +1,080.9% | -1,016.4% | -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 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