+116.5%
UAL vs IVZ
+36.0%
+80.6%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -3.4% |
| 7D | -3.0% | +7.6% | -10.6% | -8.0% |
| 30D | +10.5% | +4.3% | +6.1% | +7.1% |
| 3M | -13.5% | -9.3% | -4.1% | -7.2% |
| 6M | +14.2% | +5.2% | +9.0% | +9.0% |
| YTD | -2.2% | +13.4% | -15.7% | -11.9% |
| 1Y | +12.5% | +25.4% | -12.9% | -6.0% |
| 3Y | +186.8% | +152.5% | +34.3% | +38.9% |
| All | +116.5% | +36.0% | +80.6% | +81.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling