+104.2%
UAL vs IEF
+4.6%
+99.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.2% |
| 7D | -1.1% | -0.3% | -0.8% | -1.3% |
| 30D | -13.4% | -0.6% | -12.9% | -13.8% |
| 3M | -2.3% | -1.0% | -1.3% | -3.2% |
| 6M | +13.3% | -3.1% | +16.4% | +9.9% |
| YTD | -4.2% | -1.9% | -2.3% | -6.0% |
| 1Y | +1.4% | -1.4% | +2.7% | -0.1% |
| 3Y | +125.8% | +9.8% | +116.0% | +144.2% |
| 5Y | +130.0% | -8.8% | +138.8% | +77.9% |
| 10Y | +104.2% | +4.7% | +99.6% | +109.6% |
| All | +104.2% | +4.6% | +99.7% | +109.6% |
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