+517.3%
IYR vs VALE
+1,645.1%
-1,127.8%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.6% | +0.2% |
| 7D | +0.6% | -3.2% | +3.8% | +1.4% |
| 30D | +6.6% | -15.1% | +21.6% | +10.9% |
| 3M | -1.8% | -18.7% | +16.9% | +3.1% |
| 6M | +1.4% | -31.5% | +32.9% | +10.9% |
| YTD | +10.5% | -11.4% | +22.0% | +12.3% |
| 1Y | +10.6% | -1.9% | +12.5% | +9.3% |
| 3Y | +41.8% | +1.7% | +40.1% | +36.5% |
| 5Y | +6.0% | +35.4% | -29.4% | -9.1% |
| 10Y | +86.7% | +204.8% | -118.1% | +12.0% |
| All | +517.3% | +1,645.1% | -1,127.8% | +155.8% |
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 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