+60.1%
STLD vs IFF
+44.8%
+15.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.9% | +1.8% | -2.3% |
| 7D | -3.9% | -3.3% | -0.7% | -3.4% |
| 30D | -0.4% | +5.3% | -5.7% | -1.3% |
| 3M | -9.2% | +8.9% | -18.1% | -10.5% |
| 6M | +5.0% | +26.3% | -21.4% | +0.7% |
| YTD | +42.8% | +32.2% | +10.6% | +33.4% |
| 1Y | +60.1% | +45.8% | +14.3% | +47.5% |
| All | +60.1% | +44.8% | +15.2% | +47.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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