+7.8%
VALE vs IRE
-98.1%
+105.9%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -14.4% | +13.8% | 0.0% |
| 7D | -3.2% | -31.8% | +28.6% | -1.9% |
| 30D | -15.1% | -71.8% | +56.7% | -11.9% |
| 3M | -18.7% | -88.9% | +70.2% | -12.9% |
| 6M | -31.5% | -95.4% | +63.9% | -25.5% |
| YTD | -11.4% | -94.2% | +82.8% | -6.5% |
| 1Y | -1.9% | -97.1% | +95.2% | +4.6% |
| All | +7.8% | -98.1% | +105.9% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling