+41.8%
VALE vs IAG
+796.9%
-755.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.2% | +1.2% | -0.6% |
| 7D | -0.2% | -4.1% | +3.9% | +0.6% |
| 30D | +9.7% | +10.6% | -0.9% | +7.3% |
| 3M | +5.3% | +35.4% | -30.1% | -1.8% |
| 6M | +0.5% | -9.5% | +10.1% | +1.1% |
| YTD | +20.6% | +21.8% | -1.2% | +13.8% |
| 1Y | +57.6% | +84.1% | -26.5% | +36.5% |
| 3Y | +50.6% | +817.4% | -766.8% | -12.3% |
| 5Y | +41.8% | +830.1% | -788.2% | -22.4% |
| All | +41.8% | +796.9% | -755.0% | -22.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling