+2,268.9%
VALE vs IFF
+305.9%
+1,962.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.5% | +0.2% | 0.0% |
| 7D | -0.3% | -3.2% | +2.9% | +1.8% |
| 30D | +8.6% | -0.3% | +8.9% | +8.7% |
| 3M | +2.0% | +8.4% | -6.5% | -4.2% |
| 6M | +2.1% | +23.0% | -20.9% | -13.0% |
| YTD | +20.2% | +25.5% | -5.2% | +0.2% |
| 1Y | +55.2% | +29.1% | +26.1% | +25.7% |
| 3Y | +45.9% | +31.7% | +14.2% | +10.8% |
| 5Y | +41.4% | -35.2% | +76.6% | +58.8% |
| 10Y | +513.1% | -20.7% | +533.8% | +417.3% |
| All | +2,268.9% | +305.9% | +1,962.9% | +481.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling