+44.9%
VALE vs IWD
+73.8%
-29.0%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.8% | +2.7% | +2.7% |
| 7D | +2.9% | -0.2% | +3.1% | +3.0% |
| 30D | +8.8% | -0.8% | +9.6% | +9.5% |
| 3M | +6.8% | +8.0% | -1.3% | -1.1% |
| 6M | +6.9% | +18.2% | -11.3% | -8.9% |
| YTD | +22.8% | +22.3% | +0.5% | +1.5% |
| 1Y | +61.3% | +28.9% | +32.4% | +26.9% |
| 3Y | +53.3% | +71.5% | -18.2% | -8.2% |
| 5Y | +44.9% | +73.6% | -28.7% | -15.4% |
| All | +44.9% | +73.8% | -29.0% | -15.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling