+8,153.7%
STLD vs IFF
+303.5%
+7,850.2%
-87.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -0.1% | -1.5% | -1.5% |
| 7D | +3.1% | -1.8% | +5.0% | +4.3% |
| 30D | -9.0% | -2.0% | -7.0% | -8.2% |
| 3M | -12.4% | +18.5% | -30.9% | -21.5% |
| 6M | +25.5% | +11.7% | +13.8% | +14.2% |
| YTD | +43.6% | +29.6% | +14.0% | +19.0% |
| 1Y | +87.2% | +35.0% | +52.2% | +50.5% |
| 3Y | +135.2% | +32.3% | +103.0% | +81.5% |
| 5Y | +290.9% | -34.6% | +325.4% | +335.8% |
| 10Y | +1,113.5% | -20.6% | +1,134.1% | +1,001.3% |
| All | +8,153.7% | +303.5% | +7,850.2% | +2,690.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling