+521.5%
VALE vs IWD
+195.0%
+326.5%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.6% | -0.2% | -0.1% |
| 7D | -1.8% | -1.2% | -0.7% | -0.5% |
| 30D | +6.7% | -1.6% | +8.3% | +8.7% |
| 3M | +4.9% | +7.0% | -2.1% | -3.5% |
| 6M | +3.6% | +17.0% | -13.4% | -14.1% |
| YTD | +21.9% | +21.6% | +0.2% | -3.4% |
| 1Y | +61.6% | +28.0% | +33.6% | +20.4% |
| 3Y | +52.1% | +70.6% | -18.4% | -20.8% |
| 5Y | +43.2% | +73.3% | -30.2% | -27.9% |
| 10Y | +521.5% | +200.5% | +321.0% | +31.2% |
| All | +521.5% | +195.0% | +326.5% | +31.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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