+491.2%
VALE vs IRM
+430.1%
+61.1%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.0% | +1.0% | -0.3% |
| 7D | -0.2% | -1.8% | +1.6% | +0.5% |
| 30D | +9.7% | -7.8% | +17.5% | +12.8% |
| 3M | +5.3% | -7.9% | +13.1% | +8.0% |
| 6M | +0.5% | +6.3% | -5.8% | -2.5% |
| YTD | +20.6% | +38.2% | -17.5% | +5.5% |
| 1Y | +57.6% | +19.8% | +37.8% | +44.6% |
| 3Y | +50.6% | +98.8% | -48.2% | +6.9% |
| 5Y | +41.8% | +191.8% | -149.9% | -16.8% |
| All | +491.2% | +430.1% | +61.1% | +147.7% |
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