+2,275.1%
VALE vs IP
+119.5%
+2,155.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -1.5% |
| 7D | +1.6% | -5.3% | +6.9% | +4.6% |
| 30D | +5.1% | -10.9% | +16.0% | +11.7% |
| 3M | -0.4% | +11.2% | -11.6% | -8.3% |
| 6M | -2.2% | -10.2% | +8.0% | +0.1% |
| YTD | +20.5% | -2.0% | +22.5% | +15.7% |
| 1Y | +61.2% | -19.1% | +80.3% | +70.1% |
| 3Y | +43.1% | +20.9% | +22.3% | +9.1% |
| 5Y | +34.0% | -17.8% | +51.8% | +25.4% |
| 10Y | +469.7% | +23.5% | +446.2% | +289.4% |
| All | +2,275.1% | +119.5% | +2,155.5% | +942.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling