+61.2%
VALE vs IBN
-4.0%
+65.2%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.5% | 0.0% |
| 7D | +1.6% | +1.4% | +0.2% | +1.1% |
| 30D | +5.1% | -0.3% | +5.5% | +5.2% |
| 3M | -0.4% | +17.1% | -17.5% | -6.4% |
| 6M | -2.2% | +3.4% | -5.6% | -5.2% |
| YTD | +20.5% | +2.5% | +18.0% | +16.8% |
| 1Y | +61.2% | -4.2% | +65.3% | +55.6% |
| All | +61.2% | -4.0% | +65.2% | +55.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 1y: compounded portfolio wealth divided by compounded IBN 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…
1y analysis · Full analysis span regression · 6 months rolling