+61.2%
VALE vs IAG
+119.5%
-58.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -2.2% | +1.9% | +0.3% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | +5.1% | +28.9% | -23.8% | -2.2% |
| 3M | -0.4% | +19.1% | -19.5% | -5.8% |
| 6M | -2.2% | -10.3% | +8.0% | -1.8% |
| YTD | +20.5% | +24.2% | -3.7% | +13.3% |
| 1Y | +61.2% | +116.5% | -55.3% | +41.8% |
| All | +61.2% | +119.5% | -58.3% | +41.8% |
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