+186.8%
UAL vs IRM
+112.1%
+74.7%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.7% | -1.0% | -1.4% |
| 7D | -3.0% | +6.8% | -9.8% | -6.2% |
| 30D | +10.5% | +2.6% | +7.9% | +8.8% |
| 3M | -13.5% | -9.5% | -4.0% | -9.5% |
| 6M | +14.2% | -8.5% | +22.7% | +18.5% |
| YTD | -2.2% | +40.3% | -42.5% | -19.0% |
| 1Y | +12.5% | +28.7% | -16.2% | -2.7% |
| 3Y | +186.8% | +111.8% | +75.0% | +62.0% |
| All | +186.8% | +112.1% | +74.7% | +62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling