+143.6%
IBM vs UAL
+97.8%
+45.9%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.8% | +3.3% | +1.8% |
| 7D | -1.7% | +2.3% | -4.0% | -2.1% |
| 30D | +10.1% | +13.3% | -3.2% | +7.6% |
| 3M | +4.8% | -6.3% | +11.1% | +5.6% |
| 6M | +12.6% | +22.5% | -9.9% | +7.8% |
| YTD | -13.9% | +5.9% | -19.8% | -16.0% |
| 1Y | -18.7% | +24.7% | -43.4% | -23.0% |
| 3Y | +81.9% | +211.6% | -129.7% | +41.1% |
| 5Y | +148.3% | +130.6% | +17.8% | +96.2% |
| 10Y | +143.6% | +96.5% | +47.2% | +92.1% |
| All | +143.6% | +97.8% | +45.9% | +92.1% |
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