+248.5%
UAL vs IBB
+717.3%
-468.8%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -5.0% | +0.5% | 0.0% |
| 7D | +5.0% | -3.6% | +8.6% | +8.6% |
| 30D | -1.2% | +3.4% | -4.6% | -4.3% |
| 3M | -16.8% | +9.5% | -26.3% | -24.2% |
| 6M | +18.0% | +23.3% | -5.3% | -3.5% |
| YTD | -1.2% | +24.5% | -25.7% | -19.9% |
| 1Y | +14.3% | +32.9% | -18.6% | -12.8% |
| 3Y | +194.6% | +76.6% | +118.0% | +72.8% |
| 5Y | +109.6% | +35.5% | +74.1% | +55.0% |
| 10Y | +93.1% | +156.7% | -63.7% | -33.5% |
| All | +248.5% | +717.3% | -468.8% | -82.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling