+210.5%
ICE vs VALE
+528.4%
-317.9%
-34.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.6% | -0.3% |
| 7D | -5.3% | -0.2% | -5.1% | -5.3% |
| 30D | +3.0% | +9.7% | -6.7% | +1.5% |
| 3M | +11.4% | +5.3% | +6.2% | +10.3% |
| 6M | -2.0% | +0.5% | -2.6% | -2.5% |
| YTD | -3.1% | +20.6% | -23.7% | -6.8% |
| 1Y | -8.4% | +57.6% | -66.0% | -15.7% |
| 3Y | +40.7% | +50.6% | -9.8% | +28.8% |
| 5Y | +40.0% | +41.8% | -1.9% | +26.5% |
| All | +210.5% | +528.4% | -317.9% | +121.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling