+255.6%
UAL vs IRM
+942.5%
-686.9%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +1.0% | +1.1% | +1.4% |
| 7D | +8.2% | -8.6% | +16.8% | +14.1% |
| 30D | +2.3% | -8.0% | +10.3% | +7.5% |
| 3M | -12.7% | -12.0% | -0.7% | -5.9% |
| 6M | +12.7% | -18.2% | +30.9% | +26.6% |
| YTD | +0.8% | +31.4% | -30.5% | -17.2% |
| 1Y | +17.8% | +9.2% | +8.6% | +8.3% |
| 3Y | +206.7% | +94.6% | +112.1% | +86.1% |
| 5Y | +113.9% | +170.2% | -56.3% | +1.1% |
| 10Y | +97.0% | +464.3% | -367.3% | -46.5% |
| All | +255.6% | +942.5% | -686.9% | -54.3% |
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