+990.2%
IBKR vs UAL
+112.5%
+877.7%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +3.1% | -0.9% | +1.4% |
| 7D | -1.3% | -1.4% | +0.1% | -1.0% |
| 30D | -0.2% | -12.2% | +12.0% | +3.2% |
| 3M | +3.0% | -2.5% | +5.4% | +3.2% |
| 6M | +33.9% | +21.1% | +12.8% | +25.9% |
| YTD | +42.5% | -1.8% | +44.3% | +41.3% |
| 1Y | +44.9% | +0.4% | +44.4% | +42.4% |
| 3Y | +293.0% | +130.3% | +162.7% | +203.5% |
| 5Y | +497.7% | +147.7% | +350.0% | +337.7% |
| All | +990.2% | +112.5% | +877.7% | +669.3% |
Cumulative growth
Daily Returns
Daily percentage return beside UAL.
Daily Out/Under-Performance
Portfolio return minus UAL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UAL 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 10y: compounded portfolio wealth divided by compounded UAL 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…
10y analysis · Full analysis span regression · 6 months rolling