+25.2%
UAL vs IRM
+10.0%
+15.2%
-29.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +4.1% | +2.7% | +4.8% |
| 7D | +10.2% | -3.8% | +14.0% | +12.0% |
| 30D | +12.0% | -3.2% | +15.2% | +13.5% |
| 3M | -7.1% | -7.8% | +0.7% | -4.0% |
| 6M | +20.9% | -12.7% | +33.6% | +27.2% |
| YTD | +7.7% | +36.7% | -29.0% | -6.4% |
| All | +25.2% | +10.0% | +15.2% | +20.5% |
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