+1,702.7%
VALE vs IBB
+734.8%
+967.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.7% | -0.5% | +0.1% |
| 7D | +1.8% | -1.8% | +3.6% | +2.9% |
| 30D | -14.8% | +5.1% | -19.9% | -18.0% |
| 3M | -19.0% | +10.7% | -29.7% | -25.1% |
| 6M | -27.7% | +22.9% | -50.6% | -38.1% |
| YTD | -8.5% | +26.7% | -35.2% | -23.1% |
| 1Y | +2.6% | +35.1% | -32.5% | -17.5% |
| 3Y | +4.0% | +80.2% | -76.2% | -32.7% |
| 5Y | +51.2% | +37.8% | +13.4% | +13.8% |
| 10Y | +263.0% | +161.2% | +101.8% | +66.3% |
| All | +1,702.7% | +734.8% | +967.9% | +188.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling