+61.2%
VALE vs IWF
+10.9%
+50.3%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | 0.0% | -0.2% | -0.3% |
| 7D | +1.6% | +0.5% | +1.1% | +1.2% |
| 30D | +5.1% | -0.4% | +5.5% | +5.3% |
| 3M | -0.4% | -2.6% | +2.2% | +1.8% |
| 6M | -2.2% | +9.1% | -11.4% | -9.1% |
| YTD | +20.5% | +4.5% | +16.1% | +14.0% |
| 1Y | +61.2% | +10.1% | +51.1% | +50.5% |
| All | +61.2% | +10.9% | +50.3% | +50.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1y: compounded portfolio wealth divided by compounded IWF 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…
1y analysis · Full analysis span regression · 6 months rolling