+68.2%
IVV vs VALE
+49.7%
+18.5%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -2.7% | +1.8% | -4.5% | -3.0% |
| 30D | -5.4% | -14.8% | +9.5% | -2.7% |
| 3M | -4.1% | -19.0% | +15.0% | -0.7% |
| 6M | +0.7% | -27.7% | +28.4% | +6.3% |
| YTD | +8.7% | -8.5% | +17.3% | +9.5% |
| 1Y | +11.0% | +2.6% | +8.3% | +9.4% |
| 3Y | +75.4% | +4.0% | +71.4% | +69.5% |
| All | +68.2% | +49.7% | +18.5% | +54.6% |
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