+41.8%
VALE vs IEF
-9.3%
+51.2%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.9% |
| 7D | -0.2% | -1.2% | +1.0% | 0.0% |
| 30D | +9.7% | -1.5% | +11.2% | +10.1% |
| 3M | +5.3% | -1.7% | +6.9% | +5.6% |
| 6M | +0.5% | -3.5% | +4.1% | +1.2% |
| YTD | +20.6% | -2.6% | +23.3% | +21.3% |
| 1Y | +57.6% | -2.4% | +60.0% | +58.4% |
| 3Y | +50.6% | +8.9% | +41.6% | +49.3% |
| 5Y | +41.8% | -9.2% | +51.1% | +29.4% |
| All | +41.8% | -9.3% | +51.2% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 5y: compounded portfolio wealth divided by compounded IEF 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…
5y analysis · Full analysis span regression · 6 months rolling