+217.5%
IEFA vs UAL
+443.8%
-226.3%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.5% | -2.4% | -0.3% |
| 7D | +0.6% | +0.7% | -0.1% | +0.4% |
| 30D | +1.0% | -16.1% | +17.1% | +4.0% |
| 3M | +4.7% | +6.1% | -1.4% | +3.3% |
| 6M | +8.6% | +10.8% | -2.3% | +5.8% |
| YTD | +14.8% | -0.4% | +15.2% | +13.5% |
| 1Y | +22.6% | +5.0% | +17.6% | +19.6% |
| 3Y | +67.0% | +124.0% | -57.0% | +37.4% |
| 5Y | +52.3% | +141.0% | -88.7% | +19.9% |
| 10Y | +147.3% | +118.0% | +29.3% | +81.4% |
| All | +217.5% | +443.8% | -226.3% | +111.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling