+69.6%
IWM vs UAL
+189.3%
-119.7%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.7% | +1.4% | +0.1% |
| 7D | +1.4% | -3.0% | +4.5% | +2.2% |
| 30D | +2.3% | +10.5% | -8.2% | -0.5% |
| 3M | -8.3% | -13.5% | +5.2% | -5.3% |
| 6M | -1.3% | +14.2% | -15.5% | -5.8% |
| YTD | +13.5% | -2.2% | +15.8% | +11.6% |
| 1Y | +18.4% | +12.5% | +5.9% | +12.0% |
| 3Y | +69.6% | +186.8% | -117.2% | +17.2% |
| All | +69.6% | +189.3% | -119.7% | +17.2% |
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