+50.9%
STLD vs IBN
+14.7%
+36.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.7% | +0.4% | +1.7% |
| 7D | -9.7% | +14.6% | -24.3% | -13.3% |
| 30D | -4.5% | +23.5% | -28.1% | -11.4% |
| 3M | -13.1% | +14.0% | -27.1% | -16.3% |
| 6M | -2.8% | +31.1% | -33.9% | -12.7% |
| YTD | +35.3% | +16.6% | +18.8% | +26.9% |
| All | +50.9% | +14.7% | +36.2% | +40.9% |
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