+251.3%
UAL vs IJH
+554.8%
-303.4%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.1% | +2.4% | +2.3% |
| 7D | +0.7% | +0.1% | +0.6% | +0.6% |
| 30D | -16.1% | -1.5% | -14.6% | -14.1% |
| 3M | +6.1% | +0.8% | +5.4% | +5.6% |
| 6M | +10.8% | +7.6% | +3.3% | +1.4% |
| YTD | -0.4% | +15.5% | -15.9% | -17.5% |
| 1Y | +5.0% | +16.9% | -11.9% | -14.3% |
| 3Y | +124.0% | +48.1% | +76.0% | +34.6% |
| 5Y | +141.0% | +47.8% | +93.2% | +48.6% |
| 10Y | +118.0% | +178.6% | -60.6% | -41.5% |
| All | +251.3% | +554.8% | -303.4% | -68.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling