+489.2%
VALE vs ITW
+194.8%
+294.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -1.1% |
| 7D | -0.3% | -0.7% | +0.5% | +0.2% |
| 30D | +8.6% | -8.3% | +17.0% | +15.2% |
| 3M | +2.0% | +6.0% | -4.0% | -2.8% |
| 6M | +2.1% | 0.0% | +2.1% | +1.2% |
| YTD | +20.2% | +10.2% | +10.0% | +11.0% |
| 1Y | +55.2% | +3.2% | +51.9% | +49.5% |
| 3Y | +45.9% | +21.0% | +24.9% | +23.6% |
| 5Y | +41.4% | +37.9% | +3.5% | +4.2% |
| All | +489.2% | +194.8% | +294.4% | +143.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ITW.
Daily Out/Under-Performance
Portfolio return minus ITW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ITW 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 ITW 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