+43.2%
VALE vs IAU
+141.6%
-98.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.9% | -1.7% | -1.3% |
| 7D | -1.8% | +0.2% | -2.0% | -2.0% |
| 30D | +6.7% | +0.2% | +6.4% | +6.4% |
| 3M | +4.9% | +3.3% | +1.6% | +2.5% |
| 6M | +3.6% | -14.6% | +18.1% | +13.7% |
| YTD | +21.9% | +1.9% | +20.0% | +19.7% |
| 1Y | +61.6% | +20.9% | +40.7% | +41.9% |
| 3Y | +52.1% | +127.5% | -75.4% | -16.4% |
| 5Y | +43.2% | +141.9% | -98.7% | -26.3% |
| All | +43.2% | +141.6% | -98.4% | -26.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling