+377.3%
IBM vs VALE
+1,701.1%
-1,323.8%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | -1.7% | +1.3% | -3.0% | -2.0% |
| 30D | +10.1% | -14.3% | +24.4% | +13.2% |
| 3M | +4.8% | -16.8% | +21.7% | +8.2% |
| 6M | +12.6% | -30.2% | +42.8% | +19.8% |
| YTD | -13.9% | -8.6% | -5.3% | -13.7% |
| 1Y | -18.7% | +1.6% | -20.3% | -20.3% |
| 3Y | +81.9% | +4.1% | +77.8% | +75.3% |
| 5Y | +148.3% | +38.7% | +109.6% | +118.4% |
| 10Y | +143.6% | +214.6% | -71.0% | +70.0% |
| All | +377.3% | +1,701.1% | -1,323.8% | +70.0% |
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