+206.7%
UAL vs IBN
+51.2%
+155.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | -0.5% |
| 7D | +8.2% | +15.1% | -6.9% | -0.8% |
| 30D | +2.3% | +21.6% | -19.3% | -9.5% |
| 3M | -12.7% | +11.2% | -23.9% | -18.4% |
| 6M | +12.7% | +27.8% | -15.1% | -3.0% |
| YTD | +0.8% | +14.7% | -13.9% | -8.3% |
| 1Y | +17.8% | +14.4% | +3.4% | +7.1% |
| 3Y | +206.7% | +52.1% | +154.6% | +154.4% |
| All | +206.7% | +51.2% | +155.5% | +154.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 3y: compounded portfolio wealth divided by compounded IBN 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…
3y analysis · Full analysis span regression · 6 months rolling