+1,197.0%
IGV vs VALE
+2,275.1%
-1,078.0%
-54.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.3% | -2.0% | -2.2% |
| 7D | -4.5% | +1.6% | -6.1% | -4.9% |
| 30D | +3.2% | +5.1% | -1.9% | +1.9% |
| 3M | +4.5% | -0.4% | +4.9% | +4.3% |
| 6M | +22.1% | -2.2% | +24.3% | +21.9% |
| YTD | -1.0% | +20.5% | -21.6% | -6.5% |
| 1Y | -2.1% | +61.2% | -63.3% | -13.9% |
| 3Y | +44.6% | +43.1% | +1.4% | +28.8% |
| 5Y | +22.2% | +34.0% | -11.8% | +6.6% |
| 10Y | +364.7% | +469.7% | -104.9% | +157.5% |
| All | +1,197.0% | +2,275.1% | -1,078.0% | +260.0% |
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