+83.3%
IEMG vs VALE
+45.4%
+37.9%
-17.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.3% | +1.5% | +1.3% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +1.9% | +8.6% | -6.7% | -1.5% |
| 3M | +1.4% | +2.0% | -0.6% | +0.4% |
| 6M | +15.2% | +2.1% | +13.1% | +13.8% |
| YTD | +23.8% | +20.2% | +3.6% | +14.9% |
| 1Y | +30.7% | +55.2% | -24.5% | +10.0% |
| 3Y | +83.3% | +45.9% | +37.4% | +54.2% |
| All | +83.3% | +45.4% | +37.9% | +54.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling