+116.5%
UAL vs IAG
+421.7%
-305.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.1% | -2.8% | -1.9% |
| 7D | -3.0% | -7.7% | +4.6% | -2.0% |
| 30D | +10.5% | +1.6% | +8.9% | +10.1% |
| 3M | -13.5% | -2.4% | -11.1% | -13.4% |
| 6M | +14.2% | -7.8% | +22.0% | +14.5% |
| YTD | -2.2% | +5.0% | -7.3% | -4.4% |
| 1Y | +12.5% | +25.7% | -13.2% | +7.7% |
| 3Y | +186.8% | +694.5% | -507.7% | +123.0% |
| All | +116.5% | +421.7% | -305.1% | +83.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling