+782.2%
STLD vs IBB
+139.6%
+642.6%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.3% |
| 7D | -9.7% | +2.7% | -12.4% | -11.2% |
| 30D | -4.5% | +6.3% | -10.9% | -8.3% |
| 3M | -13.1% | +11.1% | -24.1% | -19.4% |
| 6M | -2.8% | +29.2% | -32.0% | -18.9% |
| YTD | +35.3% | +30.2% | +5.1% | +12.1% |
| 1Y | +51.4% | +39.5% | +11.9% | +19.6% |
| 3Y | +117.9% | +92.3% | +25.6% | +37.2% |
| 5Y | +272.6% | +43.0% | +229.6% | +181.6% |
| 10Y | +782.2% | +137.1% | +645.1% | +351.1% |
| All | +782.2% | +139.6% | +642.6% | +351.1% |
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