+87.2%
STLD vs IBN
-4.0%
+91.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.7% | -0.9% | -1.4% |
| 7D | +3.1% | +1.4% | +1.7% | +2.7% |
| 30D | -9.0% | -0.3% | -8.7% | -8.9% |
| 3M | -12.4% | +17.1% | -29.5% | -17.1% |
| 6M | +25.5% | +3.4% | +22.1% | +20.9% |
| YTD | +43.6% | +2.5% | +41.1% | +38.9% |
| 1Y | +87.2% | -4.2% | +91.3% | +79.7% |
| All | +87.2% | -4.0% | +91.2% | +79.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling