+5.0%
UAL vs IAG
+119.5%
-114.5%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.9% |
| 7D | +0.7% | -0.5% | +1.2% | +0.8% |
| 30D | -16.1% | +28.9% | -45.0% | -20.5% |
| 3M | +6.1% | +19.1% | -13.0% | +1.4% |
| 6M | +10.8% | -10.3% | +21.1% | +9.4% |
| YTD | -0.4% | +24.2% | -24.6% | -7.1% |
| 1Y | +5.0% | +116.5% | -111.5% | -15.1% |
| All | +5.0% | +119.5% | -114.5% | -15.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 1y: compounded portfolio wealth divided by compounded IAG 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…
1y analysis · Full analysis span regression · 6 months rolling