+1,304.9%
VALE vs IAG
+303.8%
+1,001.1%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -3.2% | -7.7% | +4.5% | -1.3% |
| 30D | -15.1% | +1.6% | -16.6% | -15.7% |
| 3M | -18.7% | -2.4% | -16.3% | -18.8% |
| 6M | -31.5% | -7.8% | -23.6% | -31.3% |
| YTD | -11.4% | +5.0% | -16.5% | -15.1% |
| 1Y | -1.9% | +25.7% | -27.5% | -10.1% |
| 3Y | +1.7% | +694.5% | -692.8% | -45.4% |
| 5Y | +35.4% | +421.7% | -386.3% | -25.2% |
| 10Y | +204.8% | +382.5% | -177.6% | +39.3% |
| All | +1,304.9% | +303.8% | +1,001.1% | +323.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling