-2.1%
VALE vs IRE
-97.7%
+95.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -13.5% | +10.9% | -2.1% |
| 7D | -1.5% | +11.1% | -12.6% | -2.2% |
| 30D | -15.6% | -75.2% | +59.5% | -11.8% |
| 3M | -19.5% | -86.4% | +66.8% | -14.2% |
| 6M | -31.9% | -94.8% | +63.0% | -25.7% |
| YTD | -11.0% | -93.3% | +82.3% | -6.2% |
| 1Y | -2.1% | -97.5% | +95.4% | +5.1% |
| All | -2.1% | -97.7% | +95.6% | +5.1% |
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