+212.1%
IYR vs UAL
+242.1%
-30.0%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.5% | -3.2% | -1.2% |
| 7D | -1.2% | +0.7% | -2.0% | -1.4% |
| 30D | -2.9% | -16.1% | +13.3% | +0.4% |
| 3M | +0.8% | +6.1% | -5.3% | -0.9% |
| 6M | +1.9% | +10.8% | -9.0% | -1.5% |
| YTD | +9.6% | -0.4% | +10.0% | +7.8% |
| 1Y | +8.1% | +5.0% | +3.1% | +4.6% |
| 3Y | +29.2% | +124.0% | -94.8% | +2.2% |
| 5Y | +4.3% | +141.0% | -136.7% | -21.8% |
| 10Y | +64.7% | +118.0% | -53.3% | +11.2% |
| All | +212.1% | +242.1% | -30.0% | +24.5% |
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