+740.9%
STLD vs IFF
-12.5%
+753.3%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.6% |
| 7D | +2.9% | -1.8% | +4.7% | +3.6% |
| 30D | -5.6% | -9.4% | +3.9% | -1.9% |
| 3M | -11.7% | -3.0% | -8.7% | -11.0% |
| 6M | -2.8% | +5.8% | -8.6% | -6.1% |
| YTD | +36.4% | +22.4% | +14.1% | +21.9% |
| 1Y | +50.0% | +23.0% | +27.0% | +33.4% |
| 3Y | +122.3% | +21.8% | +100.5% | +89.9% |
| 5Y | +273.2% | -39.2% | +312.5% | +332.7% |
| All | +740.9% | -12.5% | +753.3% | +649.6% |
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