+354.8%
IGV vs UAL
+106.7%
+248.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +6.8% | -4.2% | +1.4% |
| 7D | -0.4% | +10.2% | -10.6% | -2.3% |
| 30D | -9.9% | +12.0% | -22.0% | -12.0% |
| 3M | -1.2% | -7.1% | +5.9% | -0.3% |
| 6M | +11.3% | +20.9% | -9.6% | +6.4% |
| YTD | -4.0% | +7.7% | -11.6% | -7.0% |
| 1Y | -7.3% | +23.6% | -30.9% | -12.6% |
| 3Y | +42.8% | +222.6% | -179.8% | +9.5% |
| 5Y | +13.7% | +127.9% | -114.3% | -10.0% |
| 10Y | +354.8% | +100.2% | +254.6% | +270.5% |
| All | +354.8% | +106.7% | +248.1% | +270.5% |
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