+101.1%
UAL vs IEF
+6.9%
+94.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.9% | +1.0% | -0.4% |
| 7D | +12.5% | -0.2% | +12.6% | +12.3% |
| 30D | +12.2% | +1.8% | +10.4% | +13.5% |
| 3M | -2.6% | -1.2% | -1.4% | -3.5% |
| 6M | +21.1% | -2.5% | +23.6% | +18.3% |
| YTD | +7.8% | -2.5% | +10.3% | +5.2% |
| 1Y | +25.4% | -2.3% | +27.7% | +22.5% |
| 3Y | +217.3% | +11.3% | +206.1% | +248.9% |
| 5Y | +132.9% | -7.6% | +140.5% | +85.7% |
| 10Y | +101.1% | +7.3% | +93.9% | +115.0% |
| All | +101.1% | +6.9% | +94.2% | +115.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 10y: compounded portfolio wealth divided by compounded IEF 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…
10y analysis · Full analysis span regression · 6 months rolling