-1.9%
VALE vs IP
-5.8%
+4.0%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.4% | -2.0% | -0.8% |
| 7D | -3.2% | -0.3% | -2.9% | -3.1% |
| 30D | -15.1% | +7.9% | -23.0% | -16.2% |
| 3M | -18.7% | -15.3% | -3.4% | -16.4% |
| 6M | -31.5% | +10.5% | -42.0% | -33.6% |
| YTD | -11.4% | -9.4% | -2.1% | -10.9% |
| 1Y | -1.9% | -4.6% | +2.8% | -2.9% |
| All | -1.9% | -5.8% | +4.0% | -2.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling