-10.1%
STLD vs INIO
-54.0%
+43.9%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | INIO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +9.7% | -8.4% | +0.3% |
| 7D | -0.5% | +2.4% | -2.9% | -0.8% |
| 30D | -0.1% | -18.9% | +18.8% | +1.2% |
| 3M | -9.2% | -45.0% | +35.8% | -6.2% |
| All | -10.1% | -54.0% | +43.9% | -9.3% |
Cumulative growth
Daily Returns
Daily percentage return beside INIO.
Daily Out/Under-Performance
Portfolio return minus INIO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INIO 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 INIO 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 · Available span rolling