+146.4%
STLD vs IFF
+29.7%
+116.7%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.3% | -1.2% | -1.4% |
| 7D | -3.6% | -2.8% | -0.9% | -3.0% |
| 30D | -10.1% | -1.1% | -9.0% | -9.9% |
| 3M | -11.4% | +13.8% | -25.3% | -14.4% |
| 6M | +30.8% | +16.7% | +14.2% | +25.0% |
| YTD | +40.7% | +26.1% | +14.5% | +31.2% |
| 1Y | +80.8% | +33.5% | +47.3% | +65.6% |
| All | +146.4% | +29.7% | +116.7% | +102.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling