+244.8%
UAL vs IJH
+538.7%
-293.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.1% | -1.6% | -1.6% |
| 7D | -3.0% | +2.3% | -5.3% | -6.1% |
| 30D | +10.5% | +2.1% | +8.4% | +7.6% |
| 3M | -13.5% | -5.7% | -7.8% | -5.0% |
| 6M | +14.2% | +1.4% | +12.8% | +13.4% |
| YTD | -2.2% | +12.6% | -14.9% | -15.5% |
| 1Y | +12.5% | +16.1% | -3.6% | -7.0% |
| 3Y | +186.8% | +57.8% | +129.0% | +57.6% |
| 5Y | +119.4% | +36.8% | +82.6% | +52.6% |
| 10Y | +81.4% | +173.7% | -92.3% | -49.7% |
| All | +244.8% | +538.7% | -293.9% | -67.7% |
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