+251.3%
UAL vs IBN
+577.4%
-326.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.7% | +3.2% | +2.9% |
| 7D | +0.7% | +1.4% | -0.7% | 0.0% |
| 30D | -16.1% | -0.3% | -15.8% | -16.0% |
| 3M | +6.1% | +17.1% | -11.0% | -2.2% |
| 6M | +10.8% | +3.4% | +7.5% | +9.5% |
| YTD | -0.4% | +2.5% | -2.9% | -1.2% |
| 1Y | +5.0% | -4.2% | +9.2% | +7.4% |
| 3Y | +124.0% | +32.4% | +91.6% | +91.8% |
| 5Y | +141.0% | +59.2% | +81.8% | +88.4% |
| 10Y | +118.0% | +345.7% | -227.7% | -6.8% |
| All | +251.3% | +577.4% | -326.1% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling