+101.1%
UAL vs IAG
+336.8%
-235.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +0.7% |
| 7D | +12.5% | +16.8% | -4.4% | +10.9% |
| 30D | +12.2% | -1.5% | +13.7% | +12.2% |
| 3M | -2.6% | +0.5% | -3.1% | -2.8% |
| 6M | +21.1% | -1.0% | +22.0% | +20.5% |
| YTD | +7.8% | +12.3% | -4.5% | +5.8% |
| 1Y | +25.4% | +39.2% | -13.8% | +21.2% |
| 3Y | +217.3% | +712.3% | -494.9% | +173.0% |
| 5Y | +132.9% | +484.2% | -351.4% | +96.5% |
| 10Y | +101.1% | +382.3% | -281.2% | +70.1% |
| All | +101.1% | +336.8% | -235.7% | +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