+50.0%
STLD vs IRE
-97.6%
+147.6%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -14.4% | +11.1% | -2.8% |
| 7D | +2.9% | -31.8% | +34.8% | +4.1% |
| 30D | -5.6% | -71.8% | +66.2% | -2.9% |
| 3M | -11.7% | -88.9% | +77.2% | -7.4% |
| 6M | -2.8% | -95.4% | +92.6% | +3.4% |
| YTD | +36.4% | -94.2% | +130.7% | +40.2% |
| 1Y | +50.0% | -97.1% | +147.1% | +55.5% |
| All | +50.0% | -97.6% | +147.6% | +55.5% |
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