+222.6%
UAL vs IEF
+11.5%
+211.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.8% | +6.8% |
| 7D | +10.2% | +0.3% | +9.9% | +10.1% |
| 30D | +12.0% | +2.7% | +9.3% | +11.2% |
| 3M | -7.1% | -0.8% | -6.3% | -7.1% |
| 6M | +20.9% | -1.7% | +22.5% | +20.4% |
| YTD | +7.7% | -1.6% | +9.3% | +7.2% |
| 1Y | +23.6% | -1.6% | +25.1% | +23.1% |
| 3Y | +222.6% | +12.4% | +210.2% | +215.6% |
| All | +222.6% | +11.5% | +211.1% | +215.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling