-9.7%
IGV vs VALE
+57.8%
-67.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.3% | +0.6% | +0.3% |
| 7D | -2.9% | -0.3% | -2.7% | -2.9% |
| 30D | -1.5% | +8.6% | -10.1% | -2.1% |
| 3M | +11.7% | +2.0% | +9.7% | +11.5% |
| 6M | +18.4% | +2.1% | +16.3% | +18.0% |
| YTD | -3.9% | +20.2% | -24.1% | -7.5% |
| 1Y | -9.7% | +55.2% | -64.8% | -19.7% |
| All | -9.7% | +57.8% | -67.5% | -19.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling