+66.7%
IBIT vs VALE
+33.0%
+33.7%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.9% | -3.8% | -2.6% |
| 7D | +1.4% | +2.9% | -1.5% | +0.2% |
| 30D | +20.6% | +8.8% | +11.8% | +16.7% |
| 3M | +23.7% | +6.8% | +16.9% | +20.5% |
| 6M | +15.0% | +6.9% | +8.1% | +11.5% |
| YTD | -10.6% | +22.8% | -33.4% | -17.7% |
| 1Y | -30.3% | +61.3% | -91.6% | -41.8% |
| All | +66.7% | +33.0% | +33.7% | +46.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling