+76.8%
UAL vs IRM
+524.5%
-447.8%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | +1.9% | -7.9% | -7.1% |
| 7D | +0.7% | +8.6% | -7.9% | -4.0% |
| 30D | +7.8% | 0.0% | +7.8% | +7.5% |
| 3M | -11.1% | -7.1% | -3.9% | -7.7% |
| 6M | +16.1% | -7.9% | +24.0% | +20.8% |
| YTD | -0.5% | +41.3% | -41.8% | -20.4% |
| 1Y | +11.3% | +20.7% | -9.5% | -2.6% |
| 3Y | +192.8% | +112.2% | +80.7% | +73.6% |
| 5Y | +123.3% | +191.2% | -68.0% | +5.6% |
| All | +76.8% | +524.5% | -447.8% | -47.3% |
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