+49.6%
VALE vs INDA
+111.6%
-62.0%
-90.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +3.3% |
| 7D | +2.9% | -1.0% | +3.9% | +3.7% |
| 30D | +8.8% | -2.5% | +11.3% | +11.1% |
| 3M | +6.8% | +4.0% | +2.8% | +3.3% |
| 6M | +6.9% | -1.8% | +8.7% | +8.4% |
| YTD | +22.8% | -9.2% | +32.0% | +32.7% |
| 1Y | +61.3% | -7.2% | +68.4% | +70.9% |
| 3Y | +53.3% | +9.8% | +43.5% | +39.3% |
| 5Y | +44.9% | +7.5% | +37.3% | +32.1% |
| 10Y | +486.8% | +80.8% | +406.0% | +240.1% |
| All | +49.6% | +111.6% | -62.0% | -22.6% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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