+144.3%
IEMG vs VALE
+111.7%
+32.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.8% | +0.2% | -0.3% |
| 7D | +1.6% | -1.8% | +3.5% | +2.1% |
| 30D | +4.6% | +6.7% | -2.0% | +2.7% |
| 3M | +4.8% | +4.9% | 0.0% | +3.4% |
| 6M | +16.8% | +3.6% | +13.2% | +15.5% |
| YTD | +24.8% | +21.9% | +3.0% | +18.0% |
| 1Y | +34.3% | +61.6% | -27.3% | +17.8% |
| 3Y | +87.0% | +52.1% | +34.8% | +64.6% |
| 5Y | +49.9% | +43.2% | +6.8% | +29.6% |
| 10Y | +144.8% | +521.5% | -376.7% | +40.9% |
| All | +144.3% | +111.7% | +32.5% | +70.1% |
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