+40.0%
IWM vs VALE
+41.9%
-1.8%
-31.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.9% | -2.4% | -0.9% |
| 7D | +1.4% | +2.9% | -1.5% | +0.7% |
| 30D | -2.3% | +8.8% | -11.1% | -4.4% |
| 3M | +4.0% | +6.8% | -2.8% | +2.0% |
| 6M | +17.9% | +6.9% | +11.0% | +15.6% |
| YTD | +20.2% | +22.8% | -2.6% | +13.4% |
| 1Y | +25.0% | +61.3% | -36.3% | +10.2% |
| 3Y | +66.0% | +53.3% | +12.7% | +45.9% |
| 5Y | +40.0% | +44.9% | -4.8% | +26.0% |
| All | +40.0% | +41.9% | -1.8% | +26.0% |
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