+391.9%
IWM vs UAL
+239.3%
+152.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.6% | 0.0% | -3.7% |
| 7D | -4.6% | +5.0% | -9.6% | -5.6% |
| 30D | -3.7% | -1.2% | -2.4% | -3.6% |
| 3M | -9.4% | -16.8% | +7.4% | -6.2% |
| 6M | -3.6% | +18.0% | -21.6% | -7.6% |
| YTD | +10.8% | -1.2% | +12.0% | +9.4% |
| 1Y | +11.9% | +14.3% | -2.4% | +7.1% |
| 3Y | +60.6% | +194.6% | -134.0% | +23.2% |
| 5Y | +19.2% | +109.6% | -90.4% | -4.8% |
| 10Y | +165.3% | +93.1% | +72.3% | +96.6% |
| All | +391.9% | +239.3% | +152.6% | +143.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling