+61.2%
VALE vs IOT
+14.9%
+46.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +3.7% | -4.0% | -0.1% |
| 7D | +1.6% | -2.3% | +3.9% | +1.6% |
| 30D | +5.1% | +3.8% | +1.3% | +5.3% |
| 3M | -0.4% | +14.2% | -14.6% | 0.0% |
| 6M | -2.2% | +40.1% | -42.3% | -1.7% |
| YTD | +20.5% | +13.4% | +7.1% | +22.4% |
| 1Y | +61.2% | +12.2% | +49.0% | +62.2% |
| All | +61.2% | +14.9% | +46.3% | +62.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 1y: compounded portfolio wealth divided by compounded IOT 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…
1y analysis · Full analysis span regression · 6 months rolling