+2,275.1%
VALE vs IBB
+728.1%
+1,547.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.9% | +0.6% | +0.3% |
| 7D | +1.6% | +1.4% | +0.2% | +0.7% |
| 30D | +5.1% | +10.5% | -5.4% | -2.0% |
| 3M | -0.4% | +23.6% | -24.0% | -14.2% |
| 6M | -2.2% | +22.6% | -24.8% | -15.4% |
| YTD | +20.5% | +25.7% | -5.1% | +2.5% |
| 1Y | +61.2% | +51.4% | +9.8% | +20.5% |
| 3Y | +43.1% | +64.4% | -21.2% | -0.7% |
| 5Y | +34.0% | +22.1% | +11.8% | +10.4% |
| 10Y | +469.7% | +132.5% | +337.2% | +185.3% |
| All | +2,275.1% | +728.1% | +1,547.0% | +285.0% |
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