+251.3%
UAL vs IFF
+316.4%
-65.1%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | -0.1% | +2.6% | +2.6% |
| 7D | +0.7% | -1.8% | +2.5% | +2.0% |
| 30D | -16.1% | -2.0% | -14.2% | -15.0% |
| 3M | +6.1% | +18.5% | -12.4% | -6.3% |
| 6M | +10.8% | +11.7% | -0.8% | +1.3% |
| YTD | -0.4% | +29.6% | -30.0% | -18.7% |
| 1Y | +5.0% | +35.0% | -29.9% | -17.3% |
| 3Y | +124.0% | +32.3% | +91.7% | +71.0% |
| 5Y | +141.0% | -34.6% | +175.5% | +194.0% |
| 10Y | +118.0% | -20.6% | +138.6% | +107.6% |
| All | +251.3% | +316.4% | -65.1% | -30.0% |
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