+149.6%
IBM vs UAL
+94.5%
+55.1%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.2% |
| 7D | -5.0% | +8.2% | -13.1% | -6.3% |
| 30D | +11.1% | +2.3% | +8.8% | +10.5% |
| 3M | +5.7% | -12.7% | +18.4% | +7.8% |
| 6M | +10.1% | +12.7% | -2.6% | +7.0% |
| YTD | -15.6% | +0.8% | -16.4% | -16.9% |
| 1Y | -19.5% | +17.8% | -37.3% | -23.0% |
| 3Y | +80.4% | +206.7% | -126.3% | +40.3% |
| 5Y | +140.0% | +113.9% | +26.1% | +92.3% |
| All | +149.6% | +94.5% | +55.1% | +105.4% |
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