+200.6%
UAL vs IP
+12.9%
+187.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -4.0% | -0.6% | -2.6% |
| 7D | +5.0% | -5.0% | +10.0% | +7.8% |
| 30D | -1.2% | +6.5% | -7.8% | -4.4% |
| 3M | -16.8% | -18.0% | +1.3% | -8.3% |
| 6M | +18.0% | +10.3% | +7.6% | +11.9% |
| YTD | -1.2% | -9.9% | +8.7% | +2.1% |
| 1Y | +14.3% | -1.1% | +15.4% | +12.9% |
| All | +200.6% | +12.9% | +187.6% | +219.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling