+143.4%
STLD vs IAG
+797.8%
-654.3%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.8% | +1.1% | -0.6% |
| 7D | +2.7% | +4.3% | -1.6% | +2.3% |
| 30D | -8.4% | +9.8% | -18.2% | -9.3% |
| 3M | -9.9% | +28.9% | -38.8% | -12.2% |
| 6M | +33.0% | -7.6% | +40.6% | +32.7% |
| YTD | +42.6% | +22.0% | +20.6% | +38.5% |
| 1Y | +80.8% | +99.5% | -18.8% | +67.6% |
| 3Y | +143.4% | +818.3% | -674.8% | +96.7% |
| All | +143.4% | +797.8% | -654.3% | +96.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling