+769.0%
STLD vs IAG
+384.2%
+384.9%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -5.1% | +4.4% | -0.4% |
| 7D | +6.9% | -2.1% | +8.9% | +6.9% |
| 30D | -1.5% | -6.2% | +4.7% | -1.2% |
| 3M | -9.7% | -5.1% | -4.5% | -9.7% |
| 6M | +2.3% | -10.0% | +12.3% | +2.4% |
| YTD | +41.0% | +3.9% | +37.1% | +38.7% |
| 1Y | +51.8% | +18.9% | +33.0% | +47.6% |
| 3Y | +126.4% | +651.8% | -525.3% | +86.0% |
| 5Y | +285.7% | +416.3% | -130.6% | +210.9% |
| All | +769.0% | +384.2% | +384.9% | +596.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling