+3.7%
VALE vs IAG
+56.5%
-52.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +10.2% | -6.1% | +1.2% |
| 7D | -0.3% | +1.1% | -1.4% | -0.9% |
| 30D | -19.2% | -5.3% | -14.0% | -18.3% |
| 3M | -20.7% | +18.0% | -38.8% | -25.4% |
| 6M | -25.8% | +7.1% | -32.9% | -28.6% |
| YTD | -9.8% | +5.9% | -15.7% | -12.1% |
| 1Y | +3.7% | +59.4% | -55.7% | -5.8% |
| All | +3.7% | +56.5% | -52.9% | -5.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling