+25.8%
IWM vs UAL
+132.2%
-106.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.1% | -0.8% | -0.7% |
| 7D | +0.3% | +12.5% | -12.2% | -3.1% |
| 30D | +0.6% | +12.2% | -11.6% | -2.9% |
| 3M | -6.2% | -2.6% | -3.6% | -6.0% |
| 6M | -0.8% | +21.1% | -21.8% | -7.2% |
| YTD | +14.8% | +7.8% | +6.9% | +9.7% |
| 1Y | +16.1% | +25.4% | -9.3% | +6.0% |
| 3Y | +71.5% | +217.3% | -145.8% | +11.8% |
| 5Y | +25.8% | +132.9% | -107.1% | -14.2% |
| All | +25.8% | +132.2% | -106.4% | -14.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling