+285.7%
STLD vs IFF
-39.0%
+324.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.7% | +2.0% | 0.0% |
| 7D | +6.9% | -6.9% | +13.8% | +9.0% |
| 30D | -1.5% | -8.9% | +7.4% | +1.0% |
| 3M | -9.7% | -3.7% | -6.0% | -8.9% |
| 6M | +2.3% | +3.5% | -1.1% | +0.5% |
| YTD | +41.0% | +21.2% | +19.8% | +30.5% |
| 1Y | +51.8% | +25.6% | +26.2% | +38.7% |
| 3Y | +126.4% | +19.7% | +106.7% | +100.9% |
| 5Y | +285.7% | -39.8% | +325.5% | +320.5% |
| All | +285.7% | -39.0% | +324.7% | +320.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling