+163.4%
UAL vs IOT
+66.1%
+97.3%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.8% |
| 7D | -3.0% | +0.9% | -4.0% | -3.2% |
| 30D | +10.5% | +1.4% | +9.1% | +10.1% |
| 3M | -13.5% | +0.5% | -14.0% | -14.1% |
| 6M | +14.2% | +50.3% | -36.1% | +1.6% |
| YTD | -2.2% | +16.7% | -18.9% | -9.2% |
| 1Y | +12.5% | +6.8% | +5.7% | +6.5% |
| 3Y | +186.8% | +75.5% | +111.4% | +132.9% |
| All | +163.4% | +66.1% | +97.3% | +90.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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