+25.4%
UAL vs IAG
+42.2%
-16.8%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -6.7% | +6.8% | +1.7% |
| 7D | +12.5% | +16.8% | -4.4% | +8.4% |
| 30D | +12.2% | -1.5% | +13.7% | +12.0% |
| 3M | -2.6% | +0.5% | -3.1% | -3.4% |
| 6M | +21.1% | -1.0% | +22.0% | +18.8% |
| YTD | +7.8% | +12.3% | -4.5% | +1.1% |
| 1Y | +25.4% | +39.2% | -13.8% | +5.7% |
| All | +25.4% | +42.2% | -16.8% | +5.7% |
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