+47.9%
VALE vs IVZ
+133.3%
-85.4%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.8% | 0.0% | -0.5% |
| 7D | -1.8% | +1.2% | -3.0% | -2.3% |
| 30D | +6.7% | +1.8% | +4.9% | +5.9% |
| 3M | +4.9% | +15.7% | -10.9% | -0.2% |
| 6M | +3.6% | +36.3% | -32.7% | -6.3% |
| YTD | +21.9% | +24.9% | -3.1% | +12.2% |
| 1Y | +61.6% | +48.9% | +12.6% | +40.2% |
| All | +47.9% | +133.3% | -85.4% | +5.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling