+2,668.8%
VALE vs IEF
+129.1%
+2,539.7%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.1% | +2.0% | +1.8% |
| 7D | +2.9% | +0.1% | +2.8% | +3.0% |
| 30D | +8.8% | -0.7% | +9.5% | +7.8% |
| 3M | +6.8% | -0.4% | +7.2% | +6.1% |
| 6M | +6.9% | -2.5% | +9.4% | +2.9% |
| YTD | +22.8% | -1.6% | +24.4% | +19.7% |
| 1Y | +61.3% | -1.3% | +62.6% | +57.8% |
| 3Y | +53.3% | +10.1% | +43.2% | +72.8% |
| 5Y | +44.9% | -8.3% | +53.2% | +17.3% |
| 10Y | +486.8% | +4.5% | +482.3% | +522.0% |
| All | +2,668.8% | +129.1% | +2,539.7% | +9,223.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling