+10.4%
UAL vs IRE
-98.0%
+108.4%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -33.9% | +29.4% | -2.2% |
| 7D | +5.0% | -57.1% | +62.2% | +10.0% |
| 30D | -1.2% | -84.4% | +83.2% | +10.3% |
| 3M | -16.8% | -85.0% | +68.2% | -7.9% |
| 6M | +18.0% | -95.2% | +113.2% | +35.1% |
| YTD | -1.2% | -93.9% | +92.7% | +5.7% |
| 1Y | +14.3% | -98.8% | +113.2% | +38.5% |
| All | +10.4% | -98.0% | +108.4% | +24.2% |
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