+69.3%
VALE vs IOT
+54.1%
+15.1%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.2% | -0.3% |
| 7D | -0.3% | -4.5% | +4.3% | 0.0% |
| 30D | +8.6% | -2.4% | +11.1% | +8.7% |
| 3M | +2.0% | +19.0% | -17.0% | +0.3% |
| 6M | +2.1% | +19.6% | -17.5% | 0.0% |
| YTD | +20.2% | +8.3% | +12.0% | +18.2% |
| 1Y | +55.2% | -0.8% | +56.0% | +53.4% |
| 3Y | +45.9% | +24.4% | +21.5% | +37.2% |
| All | +69.3% | +54.1% | +15.1% | +51.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling