+11,431.1%
STLD vs IBB
+554.8%
+10,876.3%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.6% | -5.0% | -2.6% | -4.1% |
| 7D | -12.5% | -3.6% | -8.9% | -10.2% |
| 30D | -6.8% | +3.4% | -10.2% | -9.1% |
| 3M | -16.4% | +9.5% | -25.9% | -22.2% |
| 6M | -6.1% | +23.3% | -29.4% | -20.1% |
| YTD | +32.0% | +24.5% | +7.4% | +11.3% |
| 1Y | +45.5% | +32.9% | +12.6% | +17.1% |
| 3Y | +106.5% | +76.6% | +29.9% | +34.4% |
| 5Y | +267.2% | +35.5% | +231.7% | +183.0% |
| 10Y | +878.9% | +156.7% | +722.1% | +360.5% |
| All | +11,431.1% | +554.8% | +10,876.3% | +2,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling