+348.6%
IBM vs VALE
+2,275.1%
-1,926.5%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.3% | +0.3% | +0.1% |
| 7D | -0.3% | +1.6% | -1.9% | -0.6% |
| 30D | +0.3% | +5.1% | -4.8% | -0.8% |
| 3M | -21.6% | -0.4% | -21.2% | -21.9% |
| 6M | -4.7% | -2.2% | -2.5% | -4.9% |
| YTD | -19.1% | +20.5% | -39.6% | -22.9% |
| 1Y | -2.5% | +61.2% | -63.7% | -12.4% |
| 3Y | +74.2% | +43.1% | +31.0% | +58.0% |
| 5Y | +113.1% | +34.0% | +79.2% | +89.5% |
| 10Y | +133.5% | +469.7% | -336.1% | +45.1% |
| All | +348.6% | +2,275.1% | -1,926.5% | +51.9% |
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