+1.7%
VALE vs IAG
+663.0%
-661.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.7% |
| 7D | -3.2% | -7.7% | +4.5% | -1.7% |
| 30D | -15.1% | +1.6% | -16.6% | -15.5% |
| 3M | -18.7% | -2.4% | -16.3% | -18.7% |
| 6M | -31.5% | -7.8% | -23.6% | -31.3% |
| YTD | -11.4% | +5.0% | -16.5% | -13.3% |
| 1Y | -1.9% | +25.7% | -27.5% | -6.3% |
| 3Y | +1.7% | +694.5% | -692.8% | -29.0% |
| All | +1.7% | +663.0% | -661.3% | -29.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling