+538.1%
VALE vs IAU
+875.8%
-337.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.8% | +0.6% | +0.2% |
| 7D | +1.6% | -0.5% | +2.1% | +1.8% |
| 30D | +5.1% | +4.4% | +0.7% | +2.7% |
| 3M | -0.4% | -1.1% | +0.6% | 0.0% |
| 6M | -2.2% | -13.7% | +11.5% | +5.4% |
| YTD | +20.5% | +2.7% | +17.8% | +18.5% |
| 1Y | +61.2% | +24.6% | +36.5% | +43.0% |
| 3Y | +43.1% | +126.8% | -83.7% | -7.5% |
| 5Y | +34.0% | +139.5% | -105.5% | -15.9% |
| 10Y | +469.7% | +226.3% | +243.4% | +200.0% |
| All | +538.1% | +875.8% | -337.7% | +41.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling