+3.7%
VALE vs IAU
+2.6%
+1.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | +3.7% | +0.4% | +1.8% |
| 7D | -0.3% | -0.3% | -0.1% | -0.3% |
| 30D | -19.2% | -1.9% | -17.4% | -18.3% |
| 3M | -20.7% | -0.4% | -20.3% | -21.0% |
| 6M | -25.8% | -10.1% | -15.7% | -20.8% |
| YTD | -9.8% | -5.9% | -3.9% | -7.4% |
| 1Y | +3.7% | +2.9% | +0.8% | +1.4% |
| All | +3.7% | +2.6% | +1.1% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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