+251.3%
UAL vs IJR
+518.7%
-267.3%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +0.4% | +2.1% | +2.0% |
| 7D | +0.7% | -0.2% | +0.9% | +1.0% |
| 30D | -16.1% | -2.4% | -13.7% | -13.0% |
| 3M | +6.1% | +3.9% | +2.2% | +1.3% |
| 6M | +10.8% | +12.4% | -1.5% | -4.1% |
| YTD | -0.4% | +21.5% | -21.9% | -22.3% |
| 1Y | +5.0% | +24.0% | -19.0% | -20.2% |
| 3Y | +124.0% | +49.7% | +74.3% | +34.1% |
| 5Y | +141.0% | +39.7% | +101.3% | +61.8% |
| 10Y | +118.0% | +169.0% | -51.0% | -35.9% |
| All | +251.3% | +518.7% | -267.3% | -64.6% |
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 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