+11.4%
VALE vs IRE
-97.2%
+108.6%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +39.6% | -38.4% | -0.2% |
| 7D | +1.8% | -27.2% | +28.9% | +2.1% |
| 30D | -14.8% | -75.1% | +60.3% | -11.0% |
| 3M | -19.0% | -77.9% | +58.8% | -15.6% |
| 6M | -27.7% | -94.6% | +66.9% | -21.7% |
| YTD | -8.5% | -91.5% | +83.0% | -4.6% |
| 1Y | +2.6% | -97.8% | +100.5% | +9.3% |
| All | +11.4% | -97.2% | +108.6% | +17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling