+140.2%
UAL vs IJH
+45.7%
+94.5%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.4% | +0.9% |
| 7D | -2.0% | -2.5% | +0.5% | +2.0% |
| 30D | -15.7% | -5.0% | -10.7% | -8.5% |
| 3M | +3.6% | +0.5% | +3.1% | +3.4% |
| 6M | +16.9% | +8.2% | +8.7% | +5.2% |
| YTD | -4.8% | +12.4% | -17.2% | -18.4% |
| 1Y | -0.9% | +14.4% | -15.3% | -17.0% |
| 3Y | +124.5% | +49.5% | +75.0% | +33.2% |
| 5Y | +140.2% | +47.8% | +92.4% | +54.3% |
| All | +140.2% | +45.7% | +94.5% | +54.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling