+2,275.1%
VALE vs IWD
+673.8%
+1,601.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +4.2% |
| 3M | -0.4% | +7.2% | -7.6% | -9.7% |
| 6M | -2.2% | +16.2% | -18.4% | -20.3% |
| YTD | +20.5% | +23.3% | -2.8% | -9.4% |
| 1Y | +61.2% | +29.6% | +31.6% | +13.1% |
| 3Y | +43.1% | +70.5% | -27.3% | -32.3% |
| 5Y | +34.0% | +73.5% | -39.5% | -39.5% |
| 10Y | +469.7% | +198.3% | +271.4% | +21.7% |
| All | +2,275.1% | +673.8% | +1,601.3% | +141.4% |
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 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