+92.6%
UAL vs IP
+26.3%
+66.3%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +0.8% | +1.2% | +1.5% |
| 7D | +8.2% | -5.1% | +13.2% | +12.0% |
| 30D | +2.3% | +8.5% | -6.2% | -3.3% |
| 3M | -12.7% | -13.8% | +1.1% | -4.1% |
| 6M | +12.7% | +5.7% | +7.0% | +7.2% |
| YTD | +0.8% | -9.1% | +9.9% | +4.2% |
| 1Y | +17.8% | -0.8% | +18.6% | +14.1% |
| 3Y | +206.7% | +14.8% | +191.9% | +146.2% |
| 5Y | +113.9% | -11.5% | +125.4% | +108.0% |
| All | +92.6% | +26.3% | +66.3% | +26.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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