+73.7%
UAL vs IBB
+126.8%
-53.1%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.4% | -1.3% | -1.4% |
| 7D | -3.0% | -0.5% | -2.5% | -2.5% |
| 30D | +10.5% | +4.6% | +5.9% | +7.3% |
| 3M | -13.5% | +6.8% | -20.3% | -17.8% |
| 6M | +14.2% | +23.1% | -8.9% | -2.0% |
| YTD | -2.2% | +26.0% | -28.3% | -17.4% |
| 1Y | +12.5% | +30.4% | -17.9% | -7.2% |
| 3Y | +186.8% | +85.4% | +101.4% | +86.1% |
| 5Y | +119.4% | +39.7% | +79.6% | +67.2% |
| All | +73.7% | +126.8% | -53.1% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 10y: compounded portfolio wealth divided by compounded IBB 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…
10y analysis · Full analysis span regression · 6 months rolling