+706.4%
IYR vs STLD
+15,582.3%
-14,875.9%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STLD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.8% | +0.2% | -0.4% |
| 7D | -0.1% | +6.9% | -7.0% | -1.8% |
| 30D | +5.7% | -1.5% | +7.2% | +5.9% |
| 3M | -0.6% | -9.7% | +9.1% | +1.4% |
| 6M | +0.5% | +2.3% | -1.8% | -1.3% |
| YTD | +10.4% | +41.0% | -30.6% | -0.9% |
| 1Y | +9.2% | +51.8% | -42.6% | -4.0% |
| 3Y | +40.5% | +126.4% | -85.9% | +7.7% |
| 5Y | +5.9% | +285.7% | -279.8% | -32.3% |
| 10Y | +86.5% | +792.7% | -706.2% | -14.1% |
| All | +706.4% | +15,582.3% | -14,875.9% | +107.4% |
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