+100.2%
UAL vs IAG
+326.7%
-226.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +5.8% | +1.0% | +6.3% |
| 7D | +10.2% | +24.0% | -13.8% | +8.2% |
| 30D | +12.0% | +5.5% | +6.5% | +11.4% |
| 3M | -7.1% | +8.3% | -15.4% | -7.9% |
| 6M | +20.9% | +6.1% | +14.8% | +19.6% |
| YTD | +7.7% | +20.3% | -12.7% | +5.0% |
| 1Y | +23.6% | +56.5% | -32.9% | +18.3% |
| 3Y | +222.6% | +762.6% | -540.0% | +176.0% |
| 5Y | +127.9% | +546.3% | -418.3% | +91.1% |
| 10Y | +100.2% | +356.1% | -255.9% | +70.1% |
| All | +100.2% | +326.7% | -226.5% | +70.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling