+251.3%
UAL vs IRM
+1,034.9%
-783.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.6% | +0.9% | +1.5% |
| 7D | +0.7% | -0.5% | +1.2% | +0.9% |
| 30D | -16.1% | -8.1% | -8.0% | -11.8% |
| 3M | +6.1% | -9.7% | +15.8% | +12.5% |
| 6M | +10.8% | +10.0% | +0.9% | +3.3% |
| YTD | -0.4% | +43.0% | -43.4% | -22.2% |
| 1Y | +5.0% | +32.7% | -27.7% | -15.0% |
| 3Y | +124.0% | +102.7% | +21.3% | +33.0% |
| 5Y | +141.0% | +187.6% | -46.6% | +9.8% |
| 10Y | +118.0% | +420.1% | -302.1% | -37.3% |
| All | +251.3% | +1,034.9% | -783.5% | -57.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling