-5.1%
VALE vs IOVA
-92.7%
+87.6%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -5.7% | +3.1% | -2.5% |
| 7D | -1.5% | -1.4% | -0.1% | -1.5% |
| 30D | -15.6% | -47.4% | +31.7% | -14.8% |
| 3M | -19.5% | +13.2% | -32.7% | -20.0% |
| 6M | -31.9% | +114.3% | -146.2% | -33.2% |
| YTD | -11.0% | +179.5% | -190.4% | -13.4% |
| 1Y | -2.1% | +200.4% | -202.5% | -5.0% |
| 3Y | +1.4% | +92.2% | -90.8% | -2.1% |
| 5Y | +36.2% | -63.8% | +99.9% | +33.2% |
| 10Y | +206.4% | +0.4% | +206.1% | +195.5% |
| All | -5.1% | -92.7% | +87.6% | -10.2% |
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