+714.7%
IYR vs STLD
+14,950.7%
-14,235.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.1% | -0.6% | +1.0% |
| 7D | +2.3% | -9.7% | +11.9% | +4.9% |
| 30D | +7.4% | -4.5% | +11.9% | +8.4% |
| 3M | -0.7% | -13.1% | +12.4% | +2.3% |
| 6M | +1.6% | -2.8% | +4.4% | +1.2% |
| YTD | +11.6% | +35.3% | -23.8% | +1.2% |
| 1Y | +10.5% | +51.4% | -40.9% | -2.8% |
| 3Y | +43.4% | +117.9% | -74.6% | +11.0% |
| 5Y | +6.8% | +272.6% | -265.8% | -31.2% |
| 10Y | +86.0% | +782.2% | -696.2% | -14.2% |
| All | +714.7% | +14,950.7% | -14,235.9% | +111.9% |
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