+782.2%
STLD vs IBN
+368.7%
+413.5%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.5% |
| 7D | -9.7% | +14.6% | -24.3% | -14.1% |
| 30D | -4.5% | +23.5% | -28.1% | -11.7% |
| 3M | -13.1% | +14.0% | -27.1% | -17.4% |
| 6M | -2.8% | +31.1% | -33.9% | -12.1% |
| YTD | +35.3% | +16.6% | +18.8% | +27.3% |
| 1Y | +51.4% | +14.9% | +36.5% | +43.0% |
| 3Y | +117.9% | +56.9% | +61.1% | +81.4% |
| 5Y | +272.6% | +69.7% | +202.9% | +198.9% |
| 10Y | +782.2% | +365.4% | +416.8% | +442.5% |
| All | +782.2% | +368.7% | +413.5% | +442.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling