+139.1%
STLD vs IRM
+103.0%
+36.1%
-28.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.6% | -3.2% | -2.0% |
| 7D | +3.1% | -0.5% | +3.6% | +3.2% |
| 30D | -9.0% | -8.1% | -0.9% | -7.0% |
| 3M | -12.4% | -9.7% | -2.7% | -10.1% |
| 6M | +25.5% | +10.0% | +15.5% | +22.5% |
| YTD | +43.6% | +43.0% | +0.6% | +31.0% |
| 1Y | +87.2% | +32.7% | +54.5% | +72.8% |
| All | +139.1% | +103.0% | +36.1% | +69.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling