+250.9%
UAL vs IFF
+289.5%
-38.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -2.7% | -3.3% | -4.1% |
| 7D | +0.7% | -6.9% | +7.6% | +5.7% |
| 30D | +7.8% | -8.9% | +16.6% | +14.2% |
| 3M | -11.1% | -3.7% | -7.4% | -9.6% |
| 6M | +16.1% | +3.5% | +12.6% | +11.8% |
| YTD | -0.5% | +21.2% | -21.7% | -15.7% |
| 1Y | +11.3% | +25.6% | -14.3% | -8.4% |
| 3Y | +192.8% | +19.7% | +173.1% | +139.1% |
| 5Y | +123.3% | -39.8% | +163.1% | +188.3% |
| 10Y | +84.6% | -13.2% | +97.9% | +60.5% |
| All | +250.9% | +289.5% | -38.5% | -27.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling