+237.7%
VALE vs IP
+26.3%
+211.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +0.8% |
| 7D | +1.8% | -5.1% | +6.8% | +4.1% |
| 30D | -14.8% | +8.5% | -23.4% | -18.3% |
| 3M | -19.0% | -13.8% | -5.2% | -14.2% |
| 6M | -27.7% | +5.7% | -33.5% | -31.3% |
| YTD | -8.5% | -9.1% | +0.6% | -8.6% |
| 1Y | +2.6% | -0.8% | +3.4% | -2.2% |
| 3Y | +4.0% | +14.8% | -10.8% | -17.6% |
| 5Y | +51.2% | -11.5% | +62.7% | +36.3% |
| All | +237.7% | +26.3% | +211.4% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 10y: compounded portfolio wealth divided by compounded IP 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…
10y analysis · Full analysis span regression · 6 months rolling