+11,542.7%
STLD vs IBN
+1,726.4%
+9,816.4%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.2% | -3.7% | -1.1% |
| 7D | -11.1% | +15.1% | -26.2% | -15.8% |
| 30D | -4.8% | +21.6% | -26.4% | -11.7% |
| 3M | -14.6% | +11.2% | -25.7% | -18.2% |
| 6M | -7.4% | +27.8% | -35.2% | -15.8% |
| YTD | +32.6% | +14.7% | +17.9% | +25.2% |
| 1Y | +47.3% | +14.4% | +32.9% | +39.2% |
| 3Y | +107.5% | +52.1% | +55.4% | +74.2% |
| 5Y | +268.8% | +70.7% | +198.1% | +194.7% |
| 10Y | +883.3% | +385.5% | +497.8% | +398.5% |
| All | +11,542.7% | +1,726.4% | +9,816.4% | +3,307.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling