+42.2%
VALE vs IBB
+22.6%
+19.5%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.1% |
| 7D | +1.6% | +1.4% | +0.2% | +1.0% |
| 30D | +5.1% | +10.5% | -5.4% | +0.6% |
| 3M | -0.4% | +23.6% | -24.0% | -9.5% |
| 6M | -2.2% | +22.6% | -24.8% | -10.9% |
| YTD | +20.5% | +25.7% | -5.1% | +8.7% |
| 1Y | +61.2% | +51.4% | +9.8% | +34.6% |
| 3Y | +43.1% | +64.4% | -21.2% | +14.4% |
| All | +42.2% | +22.6% | +19.5% | +23.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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