+215.7%
IEFA vs VALE
+113.4%
+102.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -1.0% |
| 7D | +1.2% | +2.9% | -1.8% | +0.6% |
| 30D | -0.6% | +8.8% | -9.4% | -2.3% |
| 3M | +6.2% | +6.8% | -0.6% | +4.7% |
| 6M | +11.2% | +6.9% | +4.3% | +9.5% |
| YTD | +14.2% | +22.8% | -8.7% | +9.2% |
| 1Y | +20.0% | +61.3% | -41.2% | +8.9% |
| 3Y | +68.8% | +53.3% | +15.5% | +53.0% |
| 5Y | +52.7% | +44.9% | +7.8% | +36.3% |
| 10Y | +144.2% | +486.8% | -342.6% | +65.3% |
| All | +215.7% | +113.4% | +102.3% | +136.9% |
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