+101.1%
UAL vs IRM
+481.3%
-380.2%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.2% | +0.2% |
| 7D | +12.5% | -5.1% | +17.5% | +15.7% |
| 30D | +12.2% | -3.3% | +15.4% | +14.1% |
| 3M | -2.6% | -8.2% | +5.6% | +1.9% |
| 6M | +21.1% | -12.8% | +33.8% | +30.1% |
| YTD | +7.8% | +36.6% | -28.8% | -11.9% |
| 1Y | +25.4% | +11.9% | +13.5% | +14.7% |
| 3Y | +217.3% | +105.1% | +112.2% | +92.0% |
| 5Y | +132.9% | +182.4% | -49.5% | +12.2% |
| 10Y | +101.1% | +505.1% | -404.0% | -37.9% |
| All | +101.1% | +481.3% | -380.2% | -37.9% |
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