+87.2%
STLD vs IFF
+34.4%
+52.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.6% |
| 7D | +3.1% | -1.8% | +5.0% | +3.5% |
| 30D | -9.0% | -2.0% | -7.0% | -8.6% |
| 3M | -12.4% | +18.5% | -30.9% | -15.5% |
| 6M | +25.5% | +11.7% | +13.8% | +22.0% |
| YTD | +43.6% | +29.6% | +14.0% | +33.2% |
| 1Y | +87.2% | +35.0% | +52.2% | +71.4% |
| All | +87.2% | +34.4% | +52.8% | +71.4% |
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