-30.0%
IBIT vs VALE
-2.8%
-27.2%
-40.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -0.5% | -3.0% | -3.3% |
| 7D | -9.2% | -3.2% | -6.0% | -8.2% |
| 30D | -15.8% | -15.1% | -0.7% | -10.8% |
| 3M | +8.5% | -18.7% | +27.2% | +16.0% |
| 6M | -13.7% | -31.5% | +17.8% | -1.8% |
| YTD | -21.6% | -11.4% | -10.1% | -20.8% |
| 1Y | -30.0% | -1.9% | -28.1% | -34.3% |
| All | -30.0% | -2.8% | -27.2% | -34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE 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 1y: compounded portfolio wealth divided by compounded VALE 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…
1y analysis · Full analysis span regression · 6 months rolling