+65.6%
IEFA vs UAL
+194.5%
-128.9%
-13.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -6.0% | +5.3% | +0.2% |
| 7D | +1.3% | +0.7% | +0.6% | +1.1% |
| 30D | +0.1% | +7.8% | -7.6% | -1.1% |
| 3M | -4.2% | -11.1% | +6.9% | -2.8% |
| 6M | +1.9% | +16.1% | -14.2% | -1.0% |
| YTD | +9.9% | -0.5% | +10.4% | +8.3% |
| 1Y | +11.5% | +11.3% | +0.2% | +8.1% |
| All | +65.6% | +194.5% | -128.9% | +33.0% |
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