+1,645.1%
VALE vs IWF
+1,100.1%
+545.0%
-93.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.1% | +0.6% | +0.8% |
| 7D | -3.2% | +2.8% | -6.0% | -6.3% |
| 30D | -15.1% | -7.5% | -7.5% | -7.7% |
| 3M | -18.7% | -8.5% | -10.2% | -10.8% |
| 6M | -31.5% | -7.4% | -24.1% | -26.4% |
| YTD | -11.4% | -2.6% | -8.8% | -10.6% |
| 1Y | -1.9% | -1.8% | 0.0% | -2.1% |
| 3Y | +1.7% | +65.5% | -63.8% | -50.1% |
| 5Y | +35.4% | +55.8% | -20.4% | -34.7% |
| 10Y | +204.8% | +384.9% | -180.0% | -73.2% |
| All | +1,645.1% | +1,100.1% | +545.0% | -45.3% |
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 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