+73.7%
UAL vs IJR
+151.4%
-77.7%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | 0.0% | -1.7% | -1.7% |
| 7D | -3.0% | +2.2% | -5.2% | -5.8% |
| 30D | +10.5% | +3.8% | +6.6% | +5.1% |
| 3M | -13.5% | -5.7% | -7.7% | -5.2% |
| 6M | +14.2% | +4.6% | +9.6% | +8.9% |
| YTD | -2.2% | +18.0% | -20.2% | -20.2% |
| 1Y | +12.5% | +21.8% | -9.3% | -12.1% |
| 3Y | +186.8% | +61.1% | +125.7% | +55.1% |
| 5Y | +119.4% | +27.3% | +92.0% | +68.5% |
| All | +73.7% | +151.4% | -77.7% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 10y: compounded portfolio wealth divided by compounded IJR 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…
10y analysis · Full analysis span regression · 6 months rolling