+124.6%
UAL vs IJH
+50.0%
+74.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | +0.8% |
| 7D | -1.1% | -0.7% | -0.4% | +0.2% |
| 30D | -13.4% | -3.8% | -9.6% | -7.1% |
| 3M | -2.3% | 0.0% | -2.3% | -1.6% |
| 6M | +13.3% | +8.8% | +4.6% | -0.3% |
| YTD | -4.2% | +13.5% | -17.7% | -20.8% |
| 1Y | +1.4% | +15.4% | -14.0% | -18.2% |
| All | +124.6% | +50.0% | +74.6% | +24.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 IJH 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