+191.9%
UAL vs IFF
+21.0%
+170.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -4.7% |
| 7D | +0.7% | -6.9% | +7.6% | +4.3% |
| 30D | +7.8% | -8.9% | +16.6% | +12.3% |
| 3M | -11.1% | -3.7% | -7.4% | -10.1% |
| 6M | +16.1% | +3.5% | +12.6% | +12.5% |
| YTD | -0.5% | +21.2% | -21.7% | -11.9% |
| 1Y | +11.3% | +25.6% | -14.3% | -3.5% |
| All | +191.9% | +21.0% | +170.9% | +130.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling