+292.6%
STLD vs IBB
+22.5%
+270.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.9% | -0.7% | -1.1% |
| 7D | +3.1% | +1.4% | +1.7% | +2.4% |
| 30D | -9.0% | +10.5% | -19.5% | -14.6% |
| 3M | -12.4% | +23.6% | -36.0% | -23.6% |
| 6M | +25.5% | +22.6% | +2.9% | +9.8% |
| YTD | +43.6% | +25.7% | +17.9% | +23.4% |
| 1Y | +87.2% | +51.4% | +35.8% | +43.1% |
| 3Y | +135.2% | +64.4% | +70.9% | +68.6% |
| All | +292.6% | +22.5% | +270.2% | +192.0% |
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 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