+1,701.1%
VALE vs IWD
+695.2%
+1,005.9%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.4% | -0.4% | -0.6% |
| 7D | +1.3% | -0.6% | +1.9% | +2.0% |
| 30D | -14.3% | +3.6% | -17.9% | -18.6% |
| 3M | -16.8% | +2.7% | -19.5% | -20.0% |
| 6M | -30.2% | +13.2% | -43.4% | -41.4% |
| YTD | -8.6% | +26.8% | -35.3% | -34.0% |
| 1Y | +1.6% | +29.3% | -27.6% | -28.6% |
| 3Y | +4.1% | +85.1% | -81.1% | -56.2% |
| 5Y | +38.7% | +74.2% | -35.5% | -37.7% |
| 10Y | +214.6% | +204.6% | +10.0% | -35.2% |
| All | +1,701.1% | +695.2% | +1,005.9% | +76.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling