+36.6%
VALE vs IP
-17.2%
+53.8%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.8% |
| 7D | +1.6% | -5.3% | +6.9% | +3.0% |
| 30D | +5.1% | -10.9% | +16.0% | +8.1% |
| 3M | -0.4% | +11.2% | -11.6% | -4.0% |
| 6M | -2.2% | -10.2% | +8.0% | -0.6% |
| YTD | +20.5% | -2.0% | +22.5% | +18.9% |
| 1Y | +61.2% | -19.1% | +80.3% | +67.1% |
| 3Y | +43.1% | +20.9% | +22.3% | +24.4% |
| All | +36.6% | -17.2% | +53.8% | +29.7% |
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