+104.2%
UAL vs INDA
+81.7%
+22.5%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.9% | -0.2% | -0.2% |
| 7D | -1.1% | -2.6% | +1.5% | +1.4% |
| 30D | -13.4% | -2.9% | -10.5% | -10.8% |
| 3M | -2.3% | +2.4% | -4.7% | -4.1% |
| 6M | +13.3% | -2.6% | +16.0% | +17.4% |
| YTD | -4.2% | -10.0% | +5.8% | +7.1% |
| 1Y | +1.4% | -7.7% | +9.1% | +10.4% |
| 3Y | +125.8% | +8.9% | +116.9% | +109.4% |
| 5Y | +130.0% | +6.0% | +124.0% | +121.9% |
| 10Y | +104.2% | +84.4% | +19.8% | +32.7% |
| All | +104.2% | +81.7% | +22.5% | +32.7% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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