+55.0%
STLD vs IRE
-97.2%
+152.2%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -13.5% | +12.7% | -0.4% |
| 7D | +6.9% | +11.1% | -4.3% | +6.1% |
| 30D | -1.5% | -75.2% | +73.7% | +1.5% |
| 3M | -9.7% | -86.4% | +76.7% | -5.9% |
| 6M | +2.3% | -94.8% | +97.2% | +8.5% |
| YTD | +41.0% | -93.3% | +134.3% | +44.2% |
| All | +55.0% | -97.2% | +152.2% | +60.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling