+251.3%
UAL vs IAU
+633.3%
-382.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.8% | +3.3% | +2.3% |
| 7D | +0.7% | -0.5% | +1.2% | +0.5% |
| 30D | -16.1% | +4.4% | -20.5% | -15.1% |
| 3M | +6.1% | -1.1% | +7.2% | +5.7% |
| 6M | +10.8% | -13.7% | +24.6% | +5.8% |
| YTD | -0.4% | +2.7% | -3.1% | +0.9% |
| 1Y | +5.0% | +24.6% | -19.6% | +13.6% |
| 3Y | +124.0% | +126.8% | -2.8% | +201.4% |
| 5Y | +141.0% | +139.5% | +1.5% | +232.7% |
| 10Y | +118.0% | +226.3% | -108.2% | +246.0% |
| All | +251.3% | +633.3% | -382.0% | +734.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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