+244.8%
UAL vs IFF
+293.3%
-48.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IFF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +1.0% | -2.7% | -2.4% |
| 7D | -3.0% | -1.8% | -1.3% | -1.7% |
| 30D | +10.5% | -9.4% | +19.9% | +17.6% |
| 3M | -13.5% | -3.0% | -10.5% | -12.5% |
| 6M | +14.2% | +5.8% | +8.4% | +8.4% |
| YTD | -2.2% | +22.4% | -24.6% | -17.8% |
| 1Y | +12.5% | +23.0% | -10.5% | -5.9% |
| 3Y | +186.8% | +21.8% | +165.1% | +131.4% |
| 5Y | +119.4% | -39.2% | +158.6% | +181.3% |
| 10Y | +81.4% | -12.4% | +93.8% | +56.6% |
| All | +244.8% | +293.3% | -48.4% | -29.1% |
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