+58.7%
STLD vs IRE
-84.4%
+143.1%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +14.0% | -15.6% | -2.0% |
| 7D | +3.1% | +54.8% | -51.6% | +1.7% |
| 30D | -9.0% | +18.4% | -27.4% | -9.9% |
| 3M | -12.4% | -66.7% | +54.4% | -10.3% |
| 6M | +25.5% | -52.3% | +77.8% | +24.4% |
| YTD | +43.6% | -52.3% | +95.9% | +39.7% |
| All | +58.7% | -84.4% | +143.1% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling