+662.9%
IWM vs VALE
+1,654.5%
-991.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -2.6% | +0.9% | -0.9% |
| 7D | +2.8% | -1.5% | +4.2% | +3.2% |
| 30D | +0.6% | -15.6% | +16.3% | +5.3% |
| 3M | -7.8% | -19.5% | +11.8% | -2.4% |
| 6M | -1.0% | -31.9% | +30.9% | +9.6% |
| YTD | +13.9% | -11.0% | +24.8% | +16.2% |
| 1Y | +15.4% | -2.1% | +17.6% | +14.7% |
| 3Y | +70.2% | +1.4% | +68.8% | +65.1% |
| 5Y | +23.7% | +36.2% | -12.5% | +6.1% |
| 10Y | +147.8% | +206.4% | -58.7% | +52.5% |
| All | +662.9% | +1,654.5% | -991.6% | +136.9% |
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