+1,080.4%
STLD vs IBN
+312.4%
+768.0%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -2.5% | +1.8% | +0.2% |
| 7D | +2.7% | -2.2% | +4.8% | +3.5% |
| 30D | -8.4% | -2.3% | -6.2% | -7.7% |
| 3M | -9.9% | +15.9% | -25.7% | -14.5% |
| 6M | +33.0% | +5.6% | +27.4% | +30.2% |
| YTD | +42.6% | -0.1% | +42.7% | +42.2% |
| 1Y | +80.8% | -6.5% | +87.3% | +84.0% |
| 3Y | +143.4% | +29.3% | +114.1% | +117.9% |
| 5Y | +293.4% | +56.6% | +236.8% | +226.0% |
| 10Y | +1,080.4% | +314.4% | +766.0% | +633.3% |
| All | +1,080.4% | +312.4% | +768.0% | +633.3% |
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