+204.8%
VALE vs IRM
+520.0%
-315.2%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | -0.3% |
| 7D | -3.2% | +6.8% | -10.0% | -5.5% |
| 30D | -15.1% | +2.6% | -17.7% | -16.3% |
| 3M | -18.7% | -9.5% | -9.2% | -16.3% |
| 6M | -31.5% | -8.5% | -23.0% | -30.0% |
| YTD | -11.4% | +40.3% | -51.7% | -23.5% |
| 1Y | -1.9% | +28.7% | -30.5% | -12.5% |
| 3Y | +1.7% | +111.8% | -110.1% | -30.4% |
| 5Y | +35.4% | +189.1% | -153.7% | -20.8% |
| All | +204.8% | +520.0% | -315.2% | +9.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling