+117.8%
UAL vs IP
+23.2%
+94.6%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +2.2% | +0.3% | +1.0% |
| 7D | +0.7% | -5.3% | +6.0% | +4.4% |
| 30D | -16.1% | -10.9% | -5.3% | -9.5% |
| 3M | +6.1% | +11.2% | -5.0% | -2.0% |
| 6M | +10.8% | -10.2% | +21.1% | +17.1% |
| YTD | -0.4% | -2.0% | +1.6% | -1.7% |
| 1Y | +5.0% | -19.1% | +24.1% | +16.4% |
| 3Y | +124.0% | +20.9% | +103.2% | +74.8% |
| 5Y | +141.0% | -17.8% | +158.8% | +150.6% |
| All | +117.8% | +23.2% | +94.6% | +50.2% |
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