+27.5%
UAL vs IRM
+19.5%
+8.1%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | +1.7% | +6.3% | +7.2% |
| 7D | +11.9% | +2.6% | +9.3% | +10.7% |
| 30D | +5.2% | +5.6% | -0.4% | +2.8% |
| 3M | -12.7% | -4.7% | -8.0% | -11.2% |
| 6M | +28.5% | -6.1% | +34.6% | +30.9% |
| YTD | +3.5% | +46.3% | -42.8% | -10.6% |
| 1Y | +27.5% | +18.7% | +8.8% | +21.2% |
| All | +27.5% | +19.5% | +8.1% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 IRM 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