+40.9%
VALE vs IFF
-35.8%
+76.7%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | -0.2% |
| 7D | -0.3% | -3.2% | +2.9% | +0.6% |
| 30D | +8.6% | -0.3% | +8.9% | +8.7% |
| 3M | +2.0% | +8.4% | -6.5% | -0.5% |
| 6M | +2.1% | +23.0% | -20.9% | -4.1% |
| YTD | +20.2% | +25.5% | -5.2% | +11.9% |
| 1Y | +55.2% | +29.1% | +26.1% | +42.9% |
| 3Y | +45.9% | +31.7% | +14.2% | +32.7% |
| All | +40.9% | -35.8% | +76.7% | +46.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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