+43.6%
VALE vs IP
-12.0%
+55.6%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.0% |
| 7D | +1.8% | -5.1% | +6.8% | +3.1% |
| 30D | -14.8% | +8.5% | -23.4% | -16.7% |
| 3M | -19.0% | -13.8% | -5.2% | -16.2% |
| 6M | -27.7% | +5.7% | -33.5% | -29.7% |
| YTD | -8.5% | -9.1% | +0.6% | -8.2% |
| 1Y | +2.6% | -0.8% | +3.4% | +0.2% |
| 3Y | +4.0% | +14.8% | -10.8% | -9.0% |
| All | +43.6% | -12.0% | +55.6% | +40.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling