+5.4%
IYR vs STLD
+255.4%
-250.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.5% | -1.1% | -0.7% |
| 7D | +2.0% | -11.1% | +13.1% | +3.9% |
| 30D | +8.2% | -4.8% | +13.0% | +9.0% |
| 3M | -1.7% | -14.6% | +12.8% | +0.5% |
| 6M | -0.4% | -7.4% | +7.0% | +0.1% |
| YTD | +9.9% | +32.6% | -22.7% | +3.0% |
| 1Y | +10.4% | +47.3% | -36.9% | +1.4% |
| 3Y | +38.4% | +107.5% | -69.1% | +15.7% |
| All | +5.4% | +255.4% | -250.0% | -22.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling