+47.8%
STLD vs IAG
+44.1%
+3.7%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.3% |
| 7D | -11.1% | +21.4% | -32.5% | -13.0% |
| 30D | -4.8% | +4.0% | -8.8% | -5.3% |
| 3M | -14.6% | +17.0% | -31.6% | -16.5% |
| 6M | -7.4% | +1.4% | -8.8% | -8.3% |
| YTD | +32.6% | +13.8% | +18.8% | +27.6% |
| All | +47.8% | +44.1% | +3.7% | +33.8% |
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