+903.4%
IVV vs VALE
+1,702.7%
-799.3%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | +0.1% |
| 7D | -2.7% | +1.8% | -4.5% | -3.1% |
| 30D | -5.4% | -14.8% | +9.5% | -1.9% |
| 3M | -4.1% | -19.0% | +15.0% | +0.4% |
| 6M | +0.7% | -27.7% | +28.4% | +8.0% |
| YTD | +8.7% | -8.5% | +17.3% | +9.7% |
| 1Y | +11.0% | +2.6% | +8.3% | +8.9% |
| 3Y | +75.4% | +4.0% | +71.4% | +69.3% |
| 5Y | +68.3% | +51.2% | +17.1% | +43.3% |
| 10Y | +315.5% | +263.0% | +52.5% | +162.5% |
| All | +903.4% | +1,702.7% | -799.3% | +282.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling