+127.9%
UAL vs IEF
-7.6%
+135.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | -0.1% | +6.8% | +6.8% |
| 7D | +10.2% | +0.3% | +9.9% | +10.2% |
| 30D | +12.0% | +2.7% | +9.3% | +12.1% |
| 3M | -7.1% | -0.8% | -6.3% | -7.2% |
| 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% | +23.0% |
| 3Y | +222.6% | +12.4% | +210.2% | +230.3% |
| 5Y | +127.9% | -7.6% | +135.5% | +58.7% |
| All | +127.9% | -7.6% | +135.5% | +58.7% |
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