+66.9%
IYR vs VALE
+526.3%
-459.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.1% | +0.8% |
| 7D | -1.4% | -0.3% | -1.1% | -1.3% |
| 30D | -2.7% | +8.6% | -11.3% | -4.2% |
| 3M | -2.1% | +2.0% | -4.1% | -2.7% |
| 6M | +3.6% | +2.1% | +1.5% | +2.8% |
| YTD | +8.1% | +20.2% | -12.1% | +3.7% |
| 1Y | +4.7% | +55.2% | -50.4% | -4.3% |
| 3Y | +29.1% | +45.9% | -16.8% | +18.0% |
| 5Y | +6.9% | +41.4% | -34.5% | -4.2% |
| All | +66.9% | +526.3% | -459.4% | +12.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling