+38.0%
IGV vs VALE
+45.8%
-7.8%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.0% | +0.4% | -0.4% |
| 7D | -5.4% | -0.2% | -5.2% | -5.4% |
| 30D | -2.6% | +9.7% | -12.4% | -4.3% |
| 3M | +10.5% | +5.3% | +5.3% | +9.3% |
| 6M | +18.2% | +0.5% | +17.6% | +17.6% |
| YTD | -4.2% | +20.6% | -24.8% | -9.3% |
| 1Y | -9.8% | +57.6% | -67.4% | -20.2% |
| All | +38.0% | +45.8% | -7.8% | +20.4% |
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 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