+28.5%
VALE vs IOVA
-91.6%
+120.1%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.0% | -1.3% | -0.3% |
| 7D | +1.6% | +9.7% | -8.1% | +1.4% |
| 30D | +5.1% | +102.5% | -97.4% | +3.6% |
| 3M | -0.4% | +100.7% | -101.1% | -1.9% |
| 6M | -2.2% | +106.3% | -108.5% | -3.9% |
| YTD | +20.5% | +222.0% | -201.4% | +17.3% |
| 1Y | +61.2% | +299.5% | -238.4% | +56.0% |
| 3Y | +43.1% | +42.9% | +0.2% | +39.0% |
| 5Y | +34.0% | -65.0% | +98.9% | +31.4% |
| 10Y | +469.7% | +10.3% | +459.4% | +449.7% |
| All | +28.5% | -91.6% | +120.1% | +21.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling