+489.2%
VALE vs IVZ
+65.9%
+423.3%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.4% | -0.8% |
| 7D | -0.3% | -2.4% | +2.1% | +0.7% |
| 30D | +8.6% | +3.0% | +5.6% | +7.1% |
| 3M | +2.0% | +14.9% | -12.9% | -4.0% |
| 6M | +2.1% | +36.7% | -34.6% | -10.5% |
| YTD | +20.2% | +25.7% | -5.5% | +8.2% |
| 1Y | +55.2% | +47.7% | +7.5% | +30.2% |
| 3Y | +45.9% | +138.8% | -92.9% | -3.8% |
| 5Y | +41.4% | +62.1% | -20.7% | +4.8% |
| All | +489.2% | +65.9% | +423.3% | +297.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling