+233.5%
INTU vs VALE
+200.9%
+32.6%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | 0.0% | +0.6% | +0.6% |
| 7D | -3.9% | +1.3% | -5.2% | -4.2% |
| 30D | +12.0% | -14.3% | +26.3% | +15.2% |
| 3M | +2.3% | -16.8% | +19.1% | +5.6% |
| 6M | -12.1% | -30.2% | +18.1% | -6.4% |
| YTD | -47.5% | -8.6% | -39.0% | -48.0% |
| 1Y | -46.9% | +1.6% | -48.5% | -48.6% |
| 3Y | -33.5% | +4.1% | -37.6% | -36.9% |
| 5Y | -41.2% | +38.7% | -79.9% | -49.7% |
| 10Y | +233.5% | +214.6% | +18.9% | +144.2% |
| All | +233.5% | +200.9% | +32.6% | +144.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling