+167.5%
IWM vs UAL
+115.8%
+51.8%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.2% | -0.4% |
| 7D | +0.1% | +0.7% | -0.6% | -0.1% |
| 30D | -1.3% | -16.1% | +14.8% | +3.5% |
| 3M | +1.6% | +6.1% | -4.5% | -0.6% |
| 6M | +13.6% | +10.8% | +2.7% | +8.9% |
| YTD | +20.8% | -0.4% | +21.1% | +18.6% |
| 1Y | +26.4% | +5.0% | +21.4% | +21.7% |
| 3Y | +60.7% | +124.0% | -63.3% | +19.2% |
| 5Y | +38.2% | +141.0% | -102.8% | -3.7% |
| All | +167.5% | +115.8% | +51.8% | +70.8% |
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