+147.3%
IBM vs UAL
+80.6%
+66.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -1.7% | +2.7% | +1.3% |
| 7D | +1.6% | -3.0% | +4.6% | +2.0% |
| 30D | +9.2% | +10.5% | -1.3% | +7.1% |
| 3M | +4.9% | -13.5% | +18.4% | +7.1% |
| 6M | +16.8% | +14.2% | +2.5% | +13.1% |
| YTD | -14.3% | -2.2% | -12.0% | -15.2% |
| 1Y | -16.7% | +12.5% | -29.2% | -19.7% |
| 3Y | +82.2% | +186.8% | -104.6% | +43.2% |
| 5Y | +149.9% | +119.4% | +30.6% | +98.8% |
| All | +147.3% | +80.6% | +66.7% | +96.0% |
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