+87.2%
STLD vs IAG
+119.5%
-32.3%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.4% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | -9.0% | +28.9% | -37.9% | -11.2% |
| 3M | -12.4% | +19.1% | -31.5% | -14.1% |
| 6M | +25.5% | -10.3% | +35.8% | +24.8% |
| YTD | +43.6% | +24.2% | +19.4% | +40.7% |
| 1Y | +87.2% | +116.5% | -29.3% | +77.3% |
| All | +87.2% | +119.5% | -32.3% | +77.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling