+144.6%
IEFA vs UAL
+112.5%
+32.1%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.1% | -2.1% | +0.4% |
| 7D | -1.6% | -1.4% | -0.2% | -1.3% |
| 30D | -1.5% | -12.2% | +10.7% | +0.7% |
| 3M | +3.4% | -2.5% | +5.9% | +3.5% |
| 6M | +9.5% | +21.1% | -11.6% | +4.9% |
| YTD | +13.0% | -1.8% | +14.8% | +11.9% |
| 1Y | +18.0% | +0.4% | +17.6% | +15.9% |
| 3Y | +65.4% | +130.3% | -64.9% | +33.7% |
| 5Y | +51.6% | +147.7% | -96.1% | +17.0% |
| All | +144.6% | +112.5% | +32.1% | +78.9% |
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