+134.5%
IBM vs VALE
+528.4%
-393.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | -1.0% | -1.4% | -2.3% |
| 7D | -0.3% | -0.2% | -0.1% | -0.3% |
| 30D | -1.8% | +9.7% | -11.6% | -3.6% |
| 3M | -13.5% | +5.3% | -18.7% | -14.7% |
| 6M | -5.1% | +0.5% | -5.7% | -5.7% |
| YTD | -19.4% | +20.6% | -40.0% | -23.3% |
| 1Y | -6.5% | +57.6% | -64.1% | -15.9% |
| 3Y | +73.8% | +50.6% | +23.3% | +55.5% |
| 5Y | +116.3% | +41.8% | +74.5% | +88.7% |
| All | +134.5% | +528.4% | -393.9% | +51.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling