+58.5%
STLD vs IRE
-97.4%
+156.0%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.1% | -10.9% | +0.8% |
| 7D | -0.5% | -15.1% | +14.7% | -0.4% |
| 30D | -0.1% | -71.4% | +71.3% | +2.6% |
| 3M | -9.2% | -81.2% | +72.0% | -6.2% |
| 6M | +1.8% | -93.7% | +95.5% | +7.3% |
| YTD | +42.1% | -92.2% | +134.3% | +44.5% |
| 1Y | +58.5% | -97.3% | +155.8% | +64.5% |
| All | +58.5% | -97.4% | +156.0% | +64.5% |
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