+292.6%
STLD vs IAG
+764.1%
-471.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -11.9% |
| 3M | -12.4% | +19.1% | -31.5% | -14.6% |
| 6M | +25.5% | -10.3% | +35.8% | +25.7% |
| YTD | +43.6% | +24.2% | +19.4% | +37.6% |
| 1Y | +87.2% | +116.5% | -29.3% | +66.6% |
| 3Y | +135.2% | +742.8% | -607.6% | +68.1% |
| All | +292.6% | +764.1% | -471.5% | +150.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling