+130.0%
UAL vs IJR
+39.8%
+90.1%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | 0.0% | +0.5% |
| 7D | -1.1% | -1.1% | 0.0% | +0.5% |
| 30D | -13.4% | -3.6% | -9.8% | -8.6% |
| 3M | -2.3% | +2.3% | -4.6% | -4.6% |
| 6M | +13.3% | +14.3% | -1.0% | -4.4% |
| YTD | -4.2% | +19.3% | -23.5% | -23.1% |
| 1Y | +1.4% | +22.6% | -21.2% | -21.5% |
| 3Y | +125.8% | +53.5% | +72.3% | +32.8% |
| 5Y | +130.0% | +39.9% | +90.0% | +61.6% |
| All | +130.0% | +39.8% | +90.1% | +61.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling