+43.2%
VALE vs IRM
+190.5%
-147.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.7% | 0.0% | -0.6% |
| 7D | -1.8% | +3.0% | -4.9% | -2.7% |
| 30D | +6.7% | -5.2% | +11.9% | +8.1% |
| 3M | +4.9% | -8.0% | +12.9% | +7.1% |
| 6M | +3.6% | +9.2% | -5.6% | +0.4% |
| YTD | +21.9% | +41.0% | -19.1% | +9.3% |
| 1Y | +61.6% | +23.3% | +38.3% | +50.0% |
| 3Y | +52.1% | +102.8% | -50.7% | +11.6% |
| 5Y | +43.2% | +192.8% | -149.6% | -3.5% |
| All | +43.2% | +190.5% | -147.3% | -3.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling