+51.1%
IEFA vs UAL
+136.8%
-85.7%
-30.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | 0.0% | -0.9% |
| 7D | -0.5% | -1.1% | +0.7% | -0.3% |
| 30D | -1.1% | -13.4% | +12.3% | +1.4% |
| 3M | +5.1% | -2.3% | +7.4% | +5.1% |
| 6M | +9.3% | +13.3% | -4.0% | +6.0% |
| YTD | +13.0% | -4.2% | +17.2% | +12.2% |
| 1Y | +19.2% | +1.4% | +17.8% | +16.8% |
| 3Y | +67.0% | +125.8% | -58.8% | +34.1% |
| 5Y | +51.1% | +130.0% | -78.9% | +14.8% |
| All | +51.1% | +136.8% | -85.7% | +14.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling