+87.2%
STLD vs IRM
+34.4%
+52.8%
-22.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.3% |
| 30D | -9.0% | -8.1% | -0.9% | -7.1% |
| 3M | -12.4% | -9.7% | -2.7% | -10.2% |
| 6M | +25.5% | +10.0% | +15.5% | +24.2% |
| YTD | +43.6% | +43.0% | +0.6% | +38.5% |
| 1Y | +87.2% | +32.7% | +54.5% | +81.0% |
| All | +87.2% | +34.4% | +52.8% | +81.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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