+88.1%
UAL vs IVZ
+41.1%
+46.9%
-79.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.8% | -1.0% | -1.2% |
| 7D | +2.3% | -2.8% | +5.0% | +4.1% |
| 30D | +13.3% | -2.2% | +15.5% | +15.1% |
| 3M | -6.3% | -8.1% | +1.8% | -0.7% |
| 6M | +22.5% | +3.8% | +18.7% | +18.5% |
| YTD | +5.9% | +11.5% | -5.6% | -2.6% |
| 1Y | +24.7% | +23.7% | +1.0% | +6.6% |
| 3Y | +211.6% | +145.8% | +65.8% | +63.1% |
| 5Y | +130.6% | +36.1% | +94.4% | +75.2% |
| All | +88.1% | +41.1% | +46.9% | +9.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling