+764.1%
STLD vs IRM
+457.8%
+306.4%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.0% | -0.5% | +0.1% |
| 7D | -11.1% | -8.6% | -2.5% | -7.8% |
| 30D | -4.8% | -8.0% | +3.2% | -1.6% |
| 3M | -14.6% | -12.0% | -2.6% | -10.3% |
| 6M | -7.4% | -18.2% | +10.8% | -0.1% |
| YTD | +32.6% | +31.4% | +1.2% | +16.2% |
| 1Y | +47.3% | +9.2% | +38.2% | +39.2% |
| 3Y | +107.5% | +94.6% | +13.0% | +42.0% |
| 5Y | +268.8% | +170.2% | +98.7% | +111.8% |
| All | +764.1% | +457.8% | +306.4% | +251.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling