+43.1%
UAL vs IR
+332.9%
-289.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.3% | -1.5% | -1.5% |
| 7D | -3.0% | +2.5% | -5.6% | -4.7% |
| 30D | +10.5% | +9.2% | +1.3% | +3.4% |
| 3M | -13.5% | +0.9% | -14.4% | -14.5% |
| 6M | +14.2% | +19.2% | -5.0% | -0.3% |
| YTD | -2.2% | +7.5% | -9.7% | -8.3% |
| 1Y | +12.5% | +11.7% | +0.8% | +2.3% |
| 3Y | +186.8% | +23.9% | +162.9% | +137.1% |
| 5Y | +119.4% | +46.4% | +73.0% | +58.8% |
| All | +43.1% | +332.9% | -289.8% | -35.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 IR 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