+49.5%
VALE vs IRE
-82.8%
+132.4%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +10.2% | -8.3% | +1.5% |
| 7D | +2.9% | +58.9% | -56.0% | +0.7% |
| 30D | +8.8% | +17.2% | -8.4% | +7.4% |
| 3M | +6.8% | -58.6% | +65.4% | +8.8% |
| 6M | +6.9% | -23.5% | +30.4% | +3.3% |
| YTD | +22.8% | -47.4% | +70.3% | +20.4% |
| All | +49.5% | -82.8% | +132.4% | +48.5% |
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 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