+396.8%
IWM vs UAL
+246.2%
+150.6%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.0% | -1.0% | +0.6% |
| 7D | -2.0% | +8.2% | -10.2% | -3.6% |
| 30D | -1.5% | +2.3% | -3.8% | -2.1% |
| 3M | -8.0% | -12.7% | +4.7% | -5.7% |
| 6M | -4.1% | +12.7% | -16.8% | -7.1% |
| YTD | +11.9% | +0.8% | +11.1% | +10.1% |
| 1Y | +15.0% | +17.8% | -2.8% | +9.5% |
| 3Y | +64.2% | +206.7% | -142.5% | +24.9% |
| 5Y | +20.4% | +113.9% | -93.5% | -4.2% |
| 10Y | +168.0% | +97.0% | +71.0% | +97.7% |
| All | +396.8% | +246.2% | +150.6% | +144.8% |
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 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