+2,276.6%
VALE vs IJH
+859.1%
+1,417.6%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.1% | +0.1% |
| 7D | -0.2% | -2.5% | +2.3% | +2.9% |
| 30D | +9.7% | -5.0% | +14.8% | +16.6% |
| 3M | +5.3% | +0.5% | +4.7% | +4.3% |
| 6M | +0.5% | +8.2% | -7.7% | -8.7% |
| YTD | +20.6% | +12.5% | +8.2% | +4.5% |
| 1Y | +57.6% | +14.4% | +43.2% | +33.1% |
| 3Y | +50.6% | +49.5% | +1.0% | -12.3% |
| 5Y | +41.8% | +47.8% | -5.9% | -20.8% |
| 10Y | +515.1% | +180.4% | +334.7% | +40.9% |
| All | +2,276.6% | +859.1% | +1,417.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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