+1,097.8%
STLD vs IFF
-19.8%
+1,117.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.6% | -2.8% | -0.9% | -2.5% |
| 30D | -10.1% | -1.1% | -9.0% | -9.8% |
| 3M | -11.4% | +13.8% | -25.3% | -16.7% |
| 6M | +30.8% | +16.7% | +14.2% | +20.5% |
| YTD | +40.7% | +26.1% | +14.5% | +24.7% |
| 1Y | +80.8% | +33.5% | +47.3% | +55.7% |
| 3Y | +140.2% | +31.6% | +108.6% | +99.0% |
| 5Y | +288.5% | -34.9% | +323.3% | +333.8% |
| All | +1,097.8% | -19.8% | +1,117.7% | +1,044.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling