+100.0%
UAL vs IFF
-19.8%
+119.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.3% | -0.3% | -0.4% |
| 7D | -2.0% | -2.8% | +0.8% | -0.4% |
| 30D | -15.7% | -1.1% | -14.6% | -15.2% |
| 3M | +3.6% | +13.8% | -10.2% | -4.1% |
| 6M | +16.9% | +16.7% | +0.2% | +6.4% |
| YTD | -4.8% | +26.1% | -30.9% | -17.5% |
| 1Y | -0.9% | +33.5% | -34.5% | -17.3% |
| 3Y | +124.5% | +31.6% | +92.9% | +82.6% |
| 5Y | +140.2% | -34.9% | +175.0% | +188.2% |
| All | +100.0% | -19.8% | +119.8% | +106.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IFF.
Daily Out/Under-Performance
Portfolio return minus IFF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IFF 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 IFF 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