+2,320.2%
VALE vs IVZ
+164.7%
+2,155.4%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.2% | +4.1% | +2.9% |
| 7D | +2.9% | +1.1% | +1.8% | +2.2% |
| 30D | +8.8% | +3.1% | +5.7% | +7.0% |
| 3M | +6.8% | +18.2% | -11.4% | -2.1% |
| 6M | +6.9% | +38.6% | -31.7% | -9.4% |
| YTD | +22.8% | +25.9% | -3.1% | +8.0% |
| 1Y | +61.3% | +51.7% | +9.6% | +28.8% |
| 3Y | +53.3% | +138.7% | -85.3% | -6.8% |
| 5Y | +44.9% | +62.8% | -17.9% | -0.3% |
| 10Y | +486.8% | +60.9% | +425.9% | +257.5% |
| All | +2,320.2% | +164.7% | +2,155.4% | +751.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IVZ 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling