+5.4%
IYR vs VALE
+35.2%
-29.8%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.1% |
| 30D | +6.6% | -15.1% | +21.6% | +9.4% |
| 3M | -1.8% | -18.7% | +16.9% | +1.4% |
| 6M | +1.4% | -31.5% | +32.9% | +7.7% |
| YTD | +10.5% | -11.4% | +22.0% | +11.4% |
| 1Y | +10.6% | -1.9% | +12.5% | +9.4% |
| 3Y | +41.8% | +1.7% | +40.1% | +37.3% |
| All | +5.4% | +35.2% | -29.8% | -5.3% |
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