+6.1%
IYR vs VALE
+40.1%
-34.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.0% | +0.1% | -0.8% |
| 7D | -2.8% | -0.2% | -2.6% | -2.8% |
| 30D | -2.5% | +9.7% | -12.3% | -4.1% |
| 3M | -3.0% | +5.3% | -8.2% | -4.0% |
| 6M | +1.6% | +0.5% | +1.1% | +1.2% |
| YTD | +7.3% | +20.6% | -13.3% | +3.0% |
| 1Y | +5.6% | +57.6% | -52.0% | -3.5% |
| 3Y | +28.1% | +50.6% | -22.4% | +16.6% |
| 5Y | +6.1% | +41.8% | -35.8% | -2.8% |
| All | +6.1% | +40.1% | -34.0% | -2.8% |
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