+107.5%
STLD vs IAG
+621.5%
-514.0%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.2% |
| 7D | -11.1% | +21.4% | -32.5% | -12.7% |
| 30D | -4.8% | +4.0% | -8.8% | -5.3% |
| 3M | -14.6% | +17.0% | -31.6% | -16.1% |
| 6M | -7.4% | +1.4% | -8.8% | -8.2% |
| YTD | +32.6% | +13.8% | +18.8% | +29.3% |
| 1Y | +47.3% | +55.8% | -8.5% | +39.9% |
| 3Y | +107.5% | +647.4% | -539.9% | +68.9% |
| All | +107.5% | +621.5% | -514.0% | +68.9% |
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