-2.6%
VALE vs IOVA
-92.3%
+89.7%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | +1.3% | -7.0% | +8.3% | +1.4% |
| 30D | -14.3% | -44.4% | +30.1% | -13.6% |
| 3M | -16.8% | +24.7% | -41.5% | -17.4% |
| 6M | -30.2% | +118.6% | -148.9% | -31.6% |
| YTD | -8.6% | +196.3% | -204.9% | -11.2% |
| 1Y | +1.6% | +205.3% | -203.7% | -1.4% |
| 3Y | +4.1% | +103.8% | -99.7% | +0.4% |
| 5Y | +38.7% | -65.6% | +104.2% | +35.7% |
| 10Y | +214.6% | +6.4% | +208.2% | +203.0% |
| All | -2.6% | -92.3% | +89.7% | -8.0% |
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