+2,320.2%
VALE vs IWF
+1,183.9%
+1,136.3%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +2.3% |
| 7D | +2.9% | +1.5% | +1.4% | +1.1% |
| 30D | +8.8% | -1.3% | +10.1% | +10.2% |
| 3M | +6.8% | +0.1% | +6.6% | +5.7% |
| 6M | +6.9% | +10.3% | -3.4% | -5.6% |
| YTD | +22.8% | +4.2% | +18.7% | +15.7% |
| 1Y | +61.3% | +9.3% | +51.9% | +42.6% |
| 3Y | +53.3% | +79.3% | -26.0% | -31.1% |
| 5Y | +44.9% | +73.8% | -28.9% | -38.8% |
| 10Y | +486.8% | +410.9% | +75.9% | -50.4% |
| All | +2,320.2% | +1,183.9% | +1,136.3% | -29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling