+255.6%
UAL vs IBN
+657.7%
-402.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +4.2% | -2.1% | -0.1% |
| 7D | +8.2% | +15.1% | -6.9% | +0.5% |
| 30D | +2.3% | +21.6% | -19.3% | -7.8% |
| 3M | -12.7% | +11.2% | -23.9% | -17.6% |
| 6M | +12.7% | +27.8% | -15.1% | -0.8% |
| YTD | +0.8% | +14.7% | -13.9% | -5.8% |
| 1Y | +17.8% | +14.4% | +3.4% | +10.0% |
| 3Y | +206.7% | +52.1% | +154.6% | +143.6% |
| 5Y | +113.9% | +70.7% | +43.2% | +61.8% |
| 10Y | +97.0% | +385.5% | -288.5% | -19.0% |
| All | +255.6% | +657.7% | -402.1% | -21.5% |
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