+43.6%
VALE vs IWD
+68.9%
-25.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.6% |
| 7D | +1.8% | -0.5% | +2.2% | +2.2% |
| 30D | -14.8% | +2.7% | -17.5% | -17.1% |
| 3M | -19.0% | +0.9% | -19.9% | -19.9% |
| 6M | -27.7% | +10.5% | -38.3% | -34.6% |
| YTD | -8.5% | +23.7% | -32.2% | -25.3% |
| 1Y | +2.6% | +28.7% | -26.1% | -19.2% |
| 3Y | +4.0% | +79.7% | -75.7% | -40.5% |
| All | +43.6% | +68.9% | -25.3% | -11.5% |
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