+2,301.5%
VALE vs ITW
+1,113.0%
+1,188.5%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ITW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +1.0% | +0.7% |
| 7D | -1.8% | -1.9% | +0.1% | -0.3% |
| 30D | +6.7% | -10.4% | +17.0% | +16.8% |
| 3M | +4.9% | +3.5% | +1.4% | +0.9% |
| 6M | +3.6% | -3.4% | +7.0% | +5.4% |
| YTD | +21.9% | +8.5% | +13.4% | +11.9% |
| 1Y | +61.6% | +3.2% | +58.3% | +53.9% |
| 3Y | +52.1% | +18.9% | +33.2% | +25.5% |
| 5Y | +43.2% | +35.0% | +8.1% | 0.0% |
| 10Y | +521.5% | +188.6% | +332.9% | +105.5% |
| All | +2,301.5% | +1,113.0% | +1,188.5% | +166.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling