+1,428.5%
IBKR vs VALE
+107.8%
+1,320.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -1.3% | -0.3% | -1.1% | -1.3% |
| 30D | -0.2% | +8.6% | -8.9% | -2.5% |
| 3M | +3.0% | +2.0% | +1.0% | +2.2% |
| 6M | +33.9% | +2.1% | +31.7% | +32.9% |
| YTD | +42.5% | +20.2% | +22.3% | +35.3% |
| 1Y | +44.9% | +55.2% | -10.3% | +28.5% |
| 3Y | +293.0% | +45.9% | +247.1% | +247.9% |
| 5Y | +497.7% | +41.4% | +456.3% | +411.9% |
| 10Y | +1,004.4% | +513.1% | +491.3% | +475.2% |
| All | +1,428.5% | +107.8% | +1,320.7% | +648.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling