+37.8%
VALE vs IVZ
+36.0%
+1.9%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -1.2% |
| 7D | -3.2% | +7.6% | -10.8% | -5.3% |
| 30D | -15.1% | +4.3% | -19.4% | -16.4% |
| 3M | -18.7% | -9.3% | -9.3% | -16.7% |
| 6M | -31.5% | +5.2% | -36.7% | -33.1% |
| YTD | -11.4% | +13.4% | -24.9% | -16.1% |
| 1Y | -1.9% | +25.4% | -27.2% | -10.0% |
| 3Y | +1.7% | +152.5% | -150.8% | -27.7% |
| All | +37.8% | +36.0% | +1.9% | +26.2% |
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