-2.2%
VALE vs IWD
+16.4%
-18.6%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.7% | +0.4% | +0.7% |
| 7D | +1.6% | -0.3% | +1.9% | +1.9% |
| 30D | +5.1% | +0.6% | +4.5% | +4.0% |
| 3M | -0.4% | +7.2% | -7.6% | -11.7% |
| 6M | -2.2% | +16.2% | -18.4% | -25.0% |
| All | -2.2% | +16.4% | -18.6% | -25.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling