+799.8%
STLD vs IRM
+514.0%
+285.8%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +0.6% |
| 7D | -0.5% | -5.3% | +4.8% | +1.8% |
| 30D | -0.1% | -2.3% | +2.3% | +0.8% |
| 3M | -9.2% | -7.4% | -1.7% | -6.6% |
| 6M | +1.8% | -12.2% | +14.0% | +6.7% |
| YTD | +42.1% | +38.6% | +3.5% | +21.7% |
| 1Y | +58.5% | +14.9% | +43.6% | +46.6% |
| 3Y | +128.2% | +108.2% | +20.0% | +51.2% |
| 5Y | +288.2% | +183.8% | +104.4% | +117.6% |
| 10Y | +799.8% | +512.6% | +287.2% | +238.0% |
| All | +799.8% | +514.0% | +285.8% | +238.0% |
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 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