+69.2%
IYR vs UAL
+98.4%
-29.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -1.0% | -0.1% | -0.9% |
| 7D | -0.9% | -1.1% | +0.2% | -0.7% |
| 30D | -2.4% | -13.4% | +11.1% | 0.0% |
| 3M | -2.0% | -2.3% | +0.3% | -2.1% |
| 6M | +2.5% | +13.3% | -10.9% | -0.9% |
| YTD | +8.3% | -4.2% | +12.5% | +7.4% |
| 1Y | +6.5% | +1.4% | +5.1% | +4.0% |
| 3Y | +29.3% | +125.8% | -96.5% | +3.7% |
| 5Y | +5.7% | +130.0% | -124.3% | -18.5% |
| 10Y | +69.2% | +104.2% | -35.0% | +17.3% |
| All | +69.2% | +98.4% | -29.2% | +17.3% |
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