+15.0%
VALE vs IRE
-97.3%
+112.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.4% |
| 7D | +5.6% | -15.5% | +21.1% | +5.3% |
| 30D | -12.1% | -70.4% | +58.3% | -8.9% |
| 3M | -16.3% | -81.6% | +65.3% | -12.1% |
| 6M | -26.0% | -94.7% | +68.7% | -19.7% |
| YTD | -5.5% | -91.8% | +86.2% | -1.4% |
| 1Y | +6.7% | -97.6% | +104.3% | +13.4% |
| All | +15.0% | -97.3% | +112.3% | +21.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling