-19.9%
IBM vs VALE
+1.0%
-20.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -3.3% | +3.3% | -0.1% |
| 7D | -1.5% | +5.5% | -7.0% | -1.2% |
| 30D | +8.4% | -15.0% | +23.4% | +7.3% |
| 3M | +4.2% | -20.0% | +24.2% | +2.9% |
| 6M | +7.9% | -28.4% | +36.3% | +7.9% |
| YTD | -15.2% | -8.6% | -6.6% | -18.5% |
| All | -19.9% | +1.0% | -20.9% | -24.6% |
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