-18.8%
IBM vs UAL
+21.4%
-40.1%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.8% | -6.3% | -0.7% |
| 7D | -2.5% | +10.2% | -12.7% | -4.2% |
| 30D | +8.4% | +12.0% | -3.7% | +6.1% |
| 3M | +4.5% | -7.1% | +11.6% | +5.4% |
| 6M | +7.9% | +20.9% | -13.0% | +3.3% |
| YTD | -15.2% | +7.7% | -22.9% | -16.9% |
| All | -18.8% | +21.4% | -40.1% | -22.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling