+68.8%
IEFA vs UAL
+127.4%
-58.6%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.8% | +2.2% | -0.2% |
| 7D | +1.2% | +3.5% | -2.3% | +0.6% |
| 30D | -0.6% | -16.5% | +15.9% | +2.1% |
| 3M | +6.2% | +2.8% | +3.4% | +5.4% |
| 6M | +11.2% | +17.6% | -6.4% | +7.7% |
| YTD | +14.2% | -3.2% | +17.4% | +13.2% |
| 1Y | +20.0% | +0.4% | +19.6% | +18.0% |
| 3Y | +68.8% | +128.2% | -59.4% | +42.2% |
| All | +68.8% | +127.4% | -58.6% | +42.2% |
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