+17.0%
IEFA vs UAL
+22.8%
-5.9%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.0% | -5.5% | +1.0% |
| 7D | +1.9% | +11.9% | -10.0% | -0.3% |
| 30D | +1.4% | +5.2% | -3.8% | +0.3% |
| 3M | -1.4% | -12.7% | +11.3% | +0.8% |
| 6M | +6.3% | +28.5% | -22.2% | +0.3% |
| YTD | +11.9% | +3.5% | +8.4% | +7.5% |
| 1Y | +17.0% | +27.5% | -10.6% | +8.5% |
| All | +17.0% | +22.8% | -5.9% | +8.5% |
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