+44.9%
VALE vs IOVA
-63.5%
+108.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.0% | +2.9% | +1.9% |
| 7D | +2.9% | +5.1% | -2.2% | +2.7% |
| 30D | +8.8% | +37.2% | -28.4% | +7.3% |
| 3M | +6.8% | +117.5% | -110.7% | +2.6% |
| 6M | +6.9% | +69.6% | -62.7% | +3.5% |
| YTD | +22.8% | +218.7% | -195.9% | +15.1% |
| 1Y | +61.3% | +265.5% | -204.3% | +49.5% |
| 3Y | +53.3% | +46.2% | +7.1% | +43.5% |
| 5Y | +44.9% | -63.2% | +108.1% | +42.6% |
| All | +44.9% | -63.5% | +108.4% | +42.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IOVA.
Daily Out/Under-Performance
Portfolio return minus IOVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOVA 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 IOVA 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