+258.8%
STLD vs IBB
+37.5%
+221.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.7% | -1.3% | -0.5% |
| 7D | -11.1% | -1.8% | -9.3% | -10.2% |
| 30D | -4.8% | +5.1% | -9.8% | -7.5% |
| 3M | -14.6% | +10.7% | -25.3% | -20.1% |
| 6M | -7.4% | +22.9% | -30.3% | -19.2% |
| YTD | +32.6% | +26.7% | +5.9% | +13.1% |
| 1Y | +47.3% | +35.1% | +12.2% | +20.6% |
| 3Y | +107.5% | +80.2% | +27.3% | +39.8% |
| All | +258.8% | +37.5% | +221.3% | +145.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling