-30.8%
IBIT vs VALE
+1.7%
-32.5%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -3.3% | +1.7% | -0.4% |
| 7D | -5.4% | +5.5% | -10.8% | -7.2% |
| 30D | -10.5% | -15.0% | +4.5% | -5.2% |
| 3M | +15.0% | -20.0% | +35.1% | +23.8% |
| 6M | -8.3% | -28.4% | +20.1% | +2.7% |
| YTD | -16.1% | -8.6% | -7.5% | -16.8% |
| 1Y | -30.8% | +2.0% | -32.7% | -37.1% |
| All | -30.8% | +1.7% | -32.5% | -37.1% |
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