+1,080.4%
STLD vs IRM
+407.3%
+673.1%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.7% | -0.1% | -0.4% |
| 7D | +2.7% | +1.6% | +1.0% | +1.9% |
| 30D | -8.4% | -4.2% | -4.3% | -6.9% |
| 3M | -9.9% | -5.4% | -4.5% | -8.2% |
| 6M | +33.0% | +12.0% | +21.0% | +26.0% |
| YTD | +42.6% | +42.0% | +0.5% | +21.5% |
| 1Y | +80.8% | +29.9% | +50.9% | +58.5% |
| 3Y | +143.4% | +104.4% | +39.1% | +64.5% |
| 5Y | +293.4% | +191.0% | +102.4% | +120.8% |
| 10Y | +1,080.4% | +417.1% | +663.3% | +409.0% |
| All | +1,080.4% | +407.3% | +673.1% | +409.0% |
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