+40.4%
ICE vs VALE
+36.6%
+3.8%
-34.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.6% | +1.1% | -1.2% |
| 7D | +2.2% | -1.5% | +3.7% | +2.4% |
| 30D | +13.7% | -15.6% | +29.3% | +15.8% |
| 3M | +17.9% | -19.5% | +37.5% | +20.5% |
| 6M | +15.0% | -31.9% | +46.8% | +19.8% |
| YTD | +10.9% | -11.0% | +21.9% | +10.7% |
| 1Y | +17.0% | -2.1% | +19.1% | +15.1% |
| 3Y | +68.2% | +1.4% | +66.8% | +62.9% |
| 5Y | +40.4% | +36.2% | +4.3% | +29.4% |
| All | +40.4% | +36.6% | +3.8% | +29.4% |
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 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