+78.4%
IVV vs UAL
+127.4%
-49.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.5% | -2.9% | -0.8% |
| 7D | +0.1% | +0.7% | -0.6% | 0.0% |
| 30D | +0.1% | -16.1% | +16.2% | +3.1% |
| 3M | +2.0% | +6.1% | -4.1% | +0.5% |
| 6M | +13.0% | +10.8% | +2.2% | +9.9% |
| YTD | +13.6% | -0.4% | +14.0% | +12.1% |
| 1Y | +20.1% | +5.0% | +15.1% | +16.9% |
| All | +78.4% | +127.4% | -49.0% | +45.2% |
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