+512.3%
IYR vs VALE
+2,275.1%
-1,762.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.5% | -0.7% |
| 7D | -1.2% | +1.6% | -2.8% | -1.7% |
| 30D | -2.9% | +5.1% | -8.0% | -4.2% |
| 3M | +0.8% | -0.4% | +1.2% | +0.6% |
| 6M | +1.9% | -2.2% | +4.1% | +1.7% |
| YTD | +9.6% | +20.5% | -10.9% | +3.2% |
| 1Y | +8.1% | +61.2% | -53.1% | -5.9% |
| 3Y | +29.2% | +43.1% | -13.9% | +14.1% |
| 5Y | +4.3% | +34.0% | -29.7% | -10.2% |
| 10Y | +64.7% | +469.7% | -405.0% | -17.1% |
| All | +512.3% | +2,275.1% | -1,762.8% | +135.1% |
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