+168.4%
UAL vs IOT
+61.4%
+106.9%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.7% | -1.2% | +1.7% |
| 7D | +0.7% | -2.3% | +3.0% | +1.1% |
| 30D | -16.1% | +3.8% | -19.9% | -17.0% |
| 3M | +6.1% | +14.2% | -8.0% | +1.8% |
| 6M | +10.8% | +40.1% | -29.3% | -1.0% |
| YTD | -0.4% | +13.4% | -13.8% | -6.5% |
| 1Y | +5.0% | +12.2% | -7.1% | -2.2% |
| 3Y | +124.0% | +30.0% | +94.0% | +94.9% |
| All | +168.4% | +61.4% | +106.9% | +96.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling