+258.8%
STLD vs IAG
+515.1%
-256.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.2% | -6.7% | -0.4% |
| 7D | -11.1% | +21.4% | -32.5% | -13.2% |
| 30D | -4.8% | +4.0% | -8.8% | -5.4% |
| 3M | -14.6% | +17.0% | -31.6% | -16.5% |
| 6M | -7.4% | +1.4% | -8.8% | -8.4% |
| YTD | +32.6% | +13.8% | +18.8% | +28.1% |
| 1Y | +47.3% | +55.8% | -8.5% | +37.1% |
| 3Y | +107.5% | +647.4% | -539.9% | +51.5% |
| All | +258.8% | +515.1% | -256.3% | +140.0% |
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