+10,516.4%
STLD vs IAG
+377.5%
+10,138.9%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.2% | +0.6% | -1.2% |
| 7D | +3.1% | -0.5% | +3.7% | +3.2% |
| 30D | -9.0% | +28.9% | -37.9% | -13.4% |
| 3M | -12.4% | +19.1% | -31.5% | -15.9% |
| 6M | +25.5% | -10.3% | +35.8% | +25.8% |
| YTD | +43.6% | +24.2% | +19.4% | +34.4% |
| 1Y | +87.2% | +116.5% | -29.3% | +56.9% |
| 3Y | +135.2% | +742.8% | -607.6% | +44.7% |
| 5Y | +290.9% | +753.3% | -462.5% | +124.1% |
| 10Y | +1,113.5% | +403.2% | +710.3% | +541.9% |
| All | +10,516.4% | +377.5% | +10,138.9% | +3,809.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling