+47.9%
VALE vs IBN
+25.8%
+22.1%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | -0.3% |
| 7D | -1.8% | -5.1% | +3.3% | -0.3% |
| 30D | +6.7% | -3.5% | +10.2% | +7.7% |
| 3M | +4.9% | +11.3% | -6.4% | +1.4% |
| 6M | +3.6% | +4.4% | -0.8% | +1.9% |
| YTD | +21.9% | -1.8% | +23.7% | +21.5% |
| 1Y | +61.6% | -8.0% | +69.5% | +63.1% |
| All | +47.9% | +25.8% | +22.1% | +43.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling