+43.3%
IR vs VALE
+41.9%
+1.4%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.9% | -3.5% | -2.1% |
| 7D | +0.6% | +2.9% | -2.3% | -0.2% |
| 30D | -13.6% | +8.8% | -22.4% | -15.7% |
| 3M | +3.7% | +6.8% | -3.1% | +1.6% |
| 6M | -13.1% | +6.9% | -20.0% | -14.8% |
| YTD | -5.1% | +22.8% | -27.9% | -10.6% |
| 1Y | -6.5% | +61.3% | -67.7% | -18.0% |
| 3Y | +8.5% | +53.3% | -44.8% | -5.5% |
| 5Y | +43.3% | +44.9% | -1.5% | +28.6% |
| All | +43.3% | +41.9% | +1.4% | +28.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling