+72.4%
IBM vs VALE
+53.3%
+19.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +1.9% | -3.1% | -1.4% |
| 7D | +0.3% | +2.9% | -2.6% | 0.0% |
| 30D | -1.5% | +8.8% | -10.3% | -2.4% |
| 3M | -16.8% | +6.8% | -23.5% | -17.4% |
| 6M | -9.0% | +6.9% | -15.9% | -9.6% |
| YTD | -20.1% | +22.8% | -42.9% | -23.3% |
| 1Y | -7.0% | +61.3% | -68.3% | -15.4% |
| 3Y | +72.4% | +53.3% | +19.1% | +51.4% |
| All | +72.4% | +53.3% | +19.1% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling