+0.4%
UAL vs IDXX
-20.8%
+21.2%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IDXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.4% | +3.5% | +3.3% |
| 7D | -1.4% | -5.7% | +4.3% | +1.6% |
| 30D | -12.2% | -11.5% | -0.7% | -6.6% |
| 3M | -2.5% | -9.5% | +7.1% | +2.0% |
| 6M | +21.1% | -16.0% | +37.1% | +31.7% |
| YTD | -1.8% | -25.4% | +23.6% | +12.3% |
| 1Y | +0.4% | -21.8% | +22.2% | +13.4% |
| All | +0.4% | -20.8% | +21.2% | +13.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IDXX.
Daily Out/Under-Performance
Portfolio return minus IDXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IDXX 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 1y: compounded portfolio wealth divided by compounded IDXX 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…
1y analysis · Full analysis span regression · 6 months rolling