+272.6%
STLD vs IBB
+41.1%
+231.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.8% | -0.7% | +0.5% |
| 7D | -9.7% | +2.7% | -12.4% | -11.0% |
| 30D | -4.5% | +6.3% | -10.9% | -7.9% |
| 3M | -13.1% | +11.1% | -24.1% | -18.8% |
| 6M | -2.8% | +29.2% | -32.0% | -17.7% |
| YTD | +35.3% | +30.2% | +5.1% | +13.6% |
| 1Y | +51.4% | +39.5% | +11.9% | +21.6% |
| 3Y | +117.9% | +92.3% | +25.6% | +41.2% |
| 5Y | +272.6% | +43.0% | +229.6% | +148.6% |
| All | +272.6% | +41.1% | +231.5% | +148.6% |
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