+24.7%
UAL vs IRM
+12.7%
+11.9%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.5% | -3.3% | -2.5% |
| 7D | +2.3% | -5.3% | +7.5% | +4.6% |
| 30D | +13.3% | -2.3% | +15.7% | +14.3% |
| 3M | -6.3% | -7.4% | +1.1% | -3.4% |
| 6M | +22.5% | -12.2% | +34.7% | +28.4% |
| YTD | +5.9% | +38.6% | -32.8% | -8.4% |
| 1Y | +24.7% | +14.9% | +9.8% | +18.7% |
| All | +24.7% | +12.7% | +11.9% | +18.7% |
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