+668.7%
IWM vs VALE
+1,701.1%
-1,032.4%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.5% |
| 7D | +0.3% | +5.5% | -5.2% | -1.2% |
| 30D | +0.6% | -15.0% | +15.6% | +5.1% |
| 3M | -6.2% | -20.0% | +13.8% | -0.6% |
| 6M | -0.8% | -28.4% | +27.6% | +8.3% |
| YTD | +14.8% | -8.6% | +23.3% | +16.3% |
| 1Y | +16.1% | +2.0% | +14.2% | +14.0% |
| 3Y | +71.5% | +4.1% | +67.4% | +65.1% |
| 5Y | +25.8% | +46.4% | -20.7% | +5.6% |
| 10Y | +155.4% | +202.4% | -47.0% | +57.7% |
| All | +668.7% | +1,701.1% | -1,032.4% | +137.0% |
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 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