+99.1%
UAL vs IRM
+407.3%
-308.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.2% | -2.4% |
| 7D | +3.5% | +1.6% | +1.8% | +2.4% |
| 30D | -16.5% | -4.2% | -12.3% | -14.6% |
| 3M | +2.8% | -5.4% | +8.1% | +5.6% |
| 6M | +17.6% | +12.0% | +5.5% | +9.1% |
| YTD | -3.2% | +42.0% | -45.2% | -22.3% |
| 1Y | +0.4% | +29.9% | -29.4% | -16.0% |
| 3Y | +128.2% | +104.4% | +23.8% | +40.0% |
| 5Y | +137.7% | +191.0% | -53.3% | +14.2% |
| 10Y | +99.1% | +417.1% | -318.0% | -37.0% |
| All | +99.1% | +407.3% | -308.2% | -37.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling