+130.0%
UAL vs IEF
-8.6%
+138.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.8% | -1.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.2% |
| 30D | -13.4% | -0.6% | -12.9% | -13.5% |
| 3M | -2.3% | -1.0% | -1.3% | -2.4% |
| 6M | +13.3% | -3.1% | +16.4% | +12.4% |
| YTD | -4.2% | -1.9% | -2.3% | -4.6% |
| 1Y | +1.4% | -1.4% | +2.7% | +1.2% |
| 3Y | +125.8% | +9.8% | +116.0% | +129.5% |
| 5Y | +130.0% | -8.8% | +138.8% | +87.9% |
| All | +130.0% | -8.6% | +138.6% | +87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling