+364.4%
IGV vs UAL
+98.4%
+266.0%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.5% | -1.1% | -0.4% | -1.3% |
| 30D | -3.0% | -13.4% | +10.4% | -0.5% |
| 3M | +9.6% | -2.3% | +11.9% | +9.5% |
| 6M | +16.1% | +13.3% | +2.8% | +12.1% |
| YTD | -3.6% | -4.2% | +0.6% | -4.3% |
| 1Y | -7.8% | +1.4% | -9.2% | -9.8% |
| 3Y | +40.0% | +125.8% | -85.8% | +14.5% |
| 5Y | +21.2% | +130.0% | -108.8% | -3.6% |
| 10Y | +364.4% | +104.2% | +260.2% | +270.8% |
| All | +364.4% | +98.4% | +266.0% | +270.8% |
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 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