+80.4%
IBM vs UAL
+197.6%
-117.2%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.0% | -2.9% | -1.1% |
| 7D | -5.0% | +8.2% | -13.1% | -6.1% |
| 30D | +11.1% | +2.3% | +8.8% | +10.6% |
| 3M | +5.7% | -12.7% | +18.4% | +7.5% |
| 6M | +10.1% | +12.7% | -2.6% | +7.5% |
| YTD | -15.6% | +0.8% | -16.4% | -16.7% |
| 1Y | -19.5% | +17.8% | -37.3% | -22.3% |
| 3Y | +80.4% | +206.7% | -126.3% | +51.4% |
| All | +80.4% | +197.6% | -117.2% | +51.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling