+120.6%
IBM vs VALE
+43.3%
+77.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -0.8% | +4.2% | +3.5% |
| 7D | +3.6% | -1.8% | +5.4% | +3.7% |
| 30D | +1.5% | +6.7% | -5.1% | +0.8% |
| 3M | -12.9% | +4.9% | -17.8% | -13.5% |
| 6M | -3.9% | +3.6% | -7.5% | -4.4% |
| YTD | -17.3% | +21.9% | -39.2% | -19.9% |
| 1Y | -5.0% | +61.6% | -66.5% | -11.3% |
| 3Y | +78.2% | +52.1% | +26.1% | +65.5% |
| 5Y | +120.6% | +43.2% | +77.5% | +107.2% |
| All | +120.6% | +43.3% | +77.4% | +107.2% |
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