+27.5%
UAL vs IRE
-97.6%
+125.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -23.2% | +31.2% | +9.5% |
| 7D | +11.9% | -46.8% | +58.8% | +15.8% |
| 30D | +5.2% | -75.5% | +80.7% | +14.1% |
| 3M | -12.7% | -79.4% | +66.7% | -5.3% |
| 6M | +28.5% | -91.3% | +119.8% | +41.6% |
| YTD | +3.5% | -90.8% | +94.3% | +8.6% |
| 1Y | +27.5% | -97.7% | +125.3% | +44.8% |
| All | +27.5% | -97.6% | +125.1% | +44.8% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 1y: compounded portfolio wealth divided by compounded IRE 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…
1y analysis · Full analysis span regression · 6 months rolling