+212.8%
IYR vs UAL
+246.2%
-33.5%
-74.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UAL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +2.0% | -2.6% | -1.0% |
| 7D | +2.0% | +8.2% | -6.2% | +0.3% |
| 30D | +8.2% | +2.3% | +5.9% | +7.5% |
| 3M | -1.7% | -12.7% | +10.9% | +0.5% |
| 6M | -0.4% | +12.7% | -13.1% | -3.8% |
| YTD | +9.9% | +0.8% | +9.1% | +7.5% |
| 1Y | +10.4% | +17.8% | -7.3% | +4.5% |
| 3Y | +38.4% | +206.7% | -168.2% | +2.6% |
| 5Y | +5.2% | +113.9% | -108.7% | -19.1% |
| 10Y | +83.8% | +97.0% | -13.1% | +26.5% |
| All | +212.8% | +246.2% | -33.5% | +24.1% |
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