+251.3%
UAL vs IAG
+140.4%
+111.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -2.2% | +4.7% | +2.6% |
| 7D | +0.7% | -0.5% | +1.2% | +0.7% |
| 30D | -16.1% | +28.9% | -45.0% | -17.2% |
| 3M | +6.1% | +19.1% | -13.0% | +5.1% |
| 6M | +10.8% | -10.3% | +21.1% | +10.9% |
| YTD | -0.4% | +24.2% | -24.6% | -1.8% |
| 1Y | +5.0% | +116.5% | -111.5% | +1.2% |
| 3Y | +124.0% | +742.8% | -618.8% | +105.0% |
| 5Y | +141.0% | +753.3% | -612.4% | +117.6% |
| 10Y | +118.0% | +403.2% | -285.2% | +96.5% |
| All | +251.3% | +140.4% | +111.0% | +233.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling