+19.4%
IVV vs VALE
+61.4%
-42.0%
-8.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.9% | -2.5% | -0.9% |
| 7D | +0.5% | +2.9% | -2.4% | 0.0% |
| 30D | -1.0% | +8.8% | -9.8% | -2.5% |
| 3M | +3.9% | +6.8% | -2.9% | +2.5% |
| 6M | +14.5% | +6.9% | +7.6% | +12.8% |
| YTD | +12.9% | +22.8% | -9.9% | +7.8% |
| 1Y | +19.4% | +61.3% | -41.9% | +6.4% |
| All | +19.4% | +61.4% | -42.0% | +6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling