+147.8%
IEFA vs UAL
+83.8%
+64.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.4% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +0.1% | +7.8% | -7.6% | -1.4% |
| 3M | -4.2% | -11.1% | +6.9% | -2.5% |
| 6M | +1.9% | +16.1% | -14.2% | -1.6% |
| YTD | +9.9% | -0.5% | +10.4% | +8.3% |
| 1Y | +11.5% | +11.3% | +0.2% | +7.6% |
| 3Y | +66.0% | +192.8% | -126.9% | +28.2% |
| 5Y | +47.5% | +123.3% | -75.8% | +15.9% |
| All | +147.8% | +83.8% | +64.0% | +89.5% |
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 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