+273.4%
UAL vs IJR
+508.0%
-234.6%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +0.8% | -2.6% | -2.9% |
| 7D | +2.3% | -0.4% | +2.7% | +3.0% |
| 30D | +13.3% | +3.5% | +9.8% | +8.4% |
| 3M | -6.3% | -3.8% | -2.5% | -0.5% |
| 6M | +22.5% | +4.3% | +18.2% | +17.2% |
| YTD | +5.9% | +19.4% | -13.5% | -14.9% |
| 1Y | +24.7% | +20.5% | +4.1% | -1.1% |
| 3Y | +211.6% | +63.0% | +148.6% | +66.4% |
| 5Y | +130.6% | +28.6% | +102.0% | +74.7% |
| 10Y | +96.5% | +157.2% | -60.7% | -37.9% |
| All | +273.4% | +508.0% | -234.6% | -61.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling