+206.7%
UAL vs IAG
+621.5%
-414.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +7.2% | -5.2% | +0.8% |
| 7D | +8.2% | +21.4% | -13.3% | +4.7% |
| 30D | +2.3% | +4.0% | -1.7% | +1.4% |
| 3M | -12.7% | +17.0% | -29.7% | -15.3% |
| 6M | +12.7% | +1.4% | +11.3% | +11.1% |
| YTD | +0.8% | +13.8% | -12.9% | -3.3% |
| 1Y | +17.8% | +55.8% | -38.0% | +8.0% |
| 3Y | +206.7% | +647.4% | -440.7% | +135.4% |
| All | +206.7% | +621.5% | -414.8% | +135.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling