-2.1%
VALE vs IP
-7.8%
+5.7%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -2.1% | -0.5% | -2.2% |
| 7D | -1.5% | -0.9% | -0.6% | -1.3% |
| 30D | -15.6% | +6.7% | -22.3% | -16.6% |
| 3M | -19.5% | -16.6% | -3.0% | -17.0% |
| 6M | -31.9% | +6.0% | -37.9% | -33.5% |
| YTD | -11.0% | -10.7% | -0.3% | -10.3% |
| 1Y | -2.1% | -6.7% | +4.6% | -2.9% |
| All | -2.1% | -7.8% | +5.7% | -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