+43.3%
VALE vs IVZ
+58.7%
-15.4%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -0.1% |
| 6M | +3.6% | +36.3% | -32.7% | -6.2% |
| YTD | +21.9% | +24.9% | -3.1% | +12.6% |
| 1Y | +61.6% | +48.9% | +12.6% | +41.0% |
| 3Y | +52.1% | +136.8% | -84.7% | +11.1% |
| All | +43.3% | +58.7% | -15.4% | +13.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling