+3.7%
VALE vs IRE
-97.6%
+101.2%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.1% | -23.2% | +27.3% | +5.0% |
| 7D | -0.3% | -46.8% | +46.5% | +1.9% |
| 30D | -19.2% | -75.5% | +56.3% | -14.8% |
| 3M | -20.7% | -79.4% | +58.7% | -16.5% |
| 6M | -25.8% | -91.3% | +65.5% | -20.9% |
| YTD | -9.8% | -90.8% | +81.0% | -6.0% |
| 1Y | +3.7% | -97.7% | +101.4% | +12.4% |
| All | +3.7% | -97.6% | +101.2% | +12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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