+787.1%
STLD vs IBB
+130.8%
+656.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -1.1% | +4.9% | +4.5% |
| 7D | -4.7% | +0.8% | -5.5% | -5.1% |
| 30D | -0.9% | +5.2% | -6.1% | -4.2% |
| 3M | -11.9% | +8.6% | -20.5% | -17.1% |
| 6M | +0.9% | +27.8% | -26.9% | -15.2% |
| YTD | +40.4% | +28.8% | +11.6% | +17.1% |
| 1Y | +56.6% | +36.4% | +20.2% | +25.5% |
| 3Y | +125.5% | +89.3% | +36.1% | +43.5% |
| 5Y | +292.8% | +43.3% | +249.6% | +196.2% |
| 10Y | +787.1% | +130.6% | +656.4% | +355.0% |
| All | +787.1% | +130.8% | +656.3% | +355.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling