+41.8%
VALE vs IT
-46.1%
+87.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.5% | -1.6% | -1.1% |
| 7D | -0.2% | -12.7% | +12.5% | +1.0% |
| 30D | +9.7% | -8.9% | +18.6% | +10.5% |
| 3M | +5.3% | +10.1% | -4.9% | +3.8% |
| 6M | +0.5% | +7.3% | -6.7% | -0.9% |
| YTD | +20.6% | -32.4% | +53.0% | +26.8% |
| 1Y | +57.6% | -26.6% | +84.2% | +62.5% |
| 3Y | +50.6% | -51.8% | +102.4% | +65.0% |
| 5Y | +41.8% | -45.6% | +87.5% | +44.0% |
| All | +41.8% | -46.1% | +87.9% | +44.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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