-27.9%
VALE vs IRE
-93.3%
+65.4%
-33.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -2.5% | +5.8% | +3.3% |
| 7D | +5.6% | -15.5% | +21.1% | +5.3% |
| 30D | -12.1% | -70.4% | +58.3% | -9.7% |
| 3M | -16.3% | -81.6% | +65.3% | -13.2% |
| All | -27.9% | -93.3% | +65.4% | -23.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling