+782.2%
STLD vs IRM
+480.4%
+301.7%
-68.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +4.1% | -2.0% | +0.4% |
| 7D | -9.7% | -3.8% | -5.9% | -8.3% |
| 30D | -4.5% | -3.2% | -1.3% | -3.4% |
| 3M | -13.1% | -7.8% | -5.3% | -10.5% |
| 6M | -2.8% | -12.7% | +9.9% | +2.2% |
| YTD | +35.3% | +36.7% | -1.4% | +16.7% |
| 1Y | +51.4% | +10.0% | +41.3% | +42.6% |
| 3Y | +117.9% | +107.2% | +10.7% | +45.0% |
| 5Y | +272.6% | +181.6% | +91.0% | +110.4% |
| 10Y | +782.2% | +481.1% | +301.0% | +252.9% |
| All | +782.2% | +480.4% | +301.7% | +252.9% |
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