+78.0%
IBM vs UAL
+223.7%
-145.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.8% | -0.7% |
| 7D | -2.2% | +12.5% | -14.7% | -3.9% |
| 30D | +7.7% | +12.2% | -4.5% | +5.7% |
| 3M | +3.5% | -2.6% | +6.1% | +3.6% |
| 6M | +7.2% | +21.1% | -13.9% | +3.5% |
| YTD | -15.8% | +7.8% | -23.6% | -17.6% |
| 1Y | -19.3% | +25.4% | -44.7% | -22.8% |
| 3Y | +78.0% | +217.3% | -139.4% | +49.4% |
| All | +78.0% | +223.7% | -145.7% | +49.4% |
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