+99.1%
UAL vs IAG
+371.0%
-271.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.8% | -1.0% | -2.7% |
| 7D | +3.5% | +4.3% | -0.8% | +3.1% |
| 30D | -16.5% | +9.8% | -26.2% | -17.2% |
| 3M | +2.8% | +28.9% | -26.1% | +0.4% |
| 6M | +17.6% | -7.6% | +25.1% | +17.4% |
| YTD | -3.2% | +22.0% | -25.2% | -5.5% |
| 1Y | +0.4% | +99.5% | -99.1% | -5.4% |
| 3Y | +128.2% | +818.3% | -690.1% | +94.6% |
| 5Y | +137.7% | +785.9% | -648.2% | +97.8% |
| 10Y | +99.1% | +381.1% | -282.0% | +64.4% |
| All | +99.1% | +371.0% | -271.8% | +64.4% |
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