+12.6%
UAL vs IRE
-97.2%
+109.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +39.6% | -37.5% | -0.6% |
| 7D | +8.2% | -27.2% | +35.3% | +8.8% |
| 30D | +2.3% | -75.1% | +77.5% | +10.3% |
| 3M | -12.7% | -77.9% | +65.2% | -6.2% |
| 6M | +12.7% | -94.6% | +107.3% | +27.4% |
| YTD | +0.8% | -91.5% | +92.4% | +5.0% |
| 1Y | +17.8% | -97.8% | +115.6% | +35.2% |
| All | +12.6% | -97.2% | +109.9% | +23.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling