+251.3%
UAL vs IEF
+91.3%
+160.0%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | 0.0% | +2.5% | +2.5% |
| 7D | +0.7% | -0.3% | +1.0% | +0.3% |
| 30D | -16.1% | -0.8% | -15.3% | -17.0% |
| 3M | +6.1% | -1.0% | +7.1% | +4.3% |
| 6M | +10.8% | -2.8% | +13.6% | +5.7% |
| YTD | -0.4% | -1.5% | +1.1% | -3.3% |
| 1Y | +5.0% | -0.4% | +5.4% | +3.5% |
| 3Y | +124.0% | +9.7% | +114.4% | +152.8% |
| 5Y | +141.0% | -8.3% | +149.3% | +97.1% |
| 10Y | +118.0% | +4.6% | +113.4% | +132.8% |
| All | +251.3% | +91.3% | +160.0% | +1,227.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling