+227.2%
IONQ vs VALE
+22.1%
+205.2%
-90.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.3% | +3.3% | +5.1% | +7.0% |
| 7D | +25.5% | +5.6% | +19.9% | +22.8% |
| 30D | -11.4% | -12.1% | +0.7% | -6.8% |
| 3M | -20.5% | -16.3% | -4.2% | -15.0% |
| 6M | -28.2% | -26.0% | -2.3% | -19.2% |
| YTD | -21.2% | -5.5% | -15.7% | -18.5% |
| 1Y | -40.4% | +6.7% | -47.1% | -40.8% |
| 3Y | +214.7% | +10.2% | +204.5% | +202.0% |
| 5Y | +56.9% | +49.7% | +7.1% | +49.0% |
| All | +227.2% | +22.1% | +205.2% | +206.2% |
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