+55.2%
VALE vs IWF
+7.1%
+48.1%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.8% |
| 7D | -0.3% | -0.9% | +0.7% | +0.3% |
| 30D | +8.6% | -1.7% | +10.4% | +9.8% |
| 3M | +2.0% | +0.7% | +1.3% | +1.4% |
| 6M | +2.1% | +8.6% | -6.4% | -4.7% |
| YTD | +20.2% | +3.5% | +16.7% | +14.3% |
| 1Y | +55.2% | +7.0% | +48.1% | +44.3% |
| All | +55.2% | +7.1% | +48.1% | +44.3% |
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