+489.2%
VALE vs IBN
+324.2%
+165.0%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.9% | -2.2% | -1.1% |
| 7D | -0.3% | -3.0% | +2.7% | +1.0% |
| 30D | +8.6% | -1.5% | +10.1% | +9.3% |
| 3M | +2.0% | +7.9% | -5.9% | -1.5% |
| 6M | +2.1% | +8.6% | -6.5% | -1.7% |
| YTD | +20.2% | -0.6% | +20.8% | +20.0% |
| 1Y | +55.2% | -7.3% | +62.5% | +59.0% |
| 3Y | +45.9% | +26.2% | +19.7% | +28.3% |
| 5Y | +41.4% | +57.8% | -16.5% | +9.0% |
| All | +489.2% | +324.2% | +165.0% | +173.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling