+255.6%
UAL vs IVZ
+208.4%
+47.2%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | 0.0% | +2.0% | +2.0% |
| 7D | +8.2% | -2.4% | +10.6% | +9.9% |
| 30D | +2.3% | -11.2% | +13.5% | +10.7% |
| 3M | -12.7% | -14.0% | +1.3% | -3.7% |
| 6M | +12.7% | +0.5% | +12.2% | +11.3% |
| YTD | +0.8% | +5.4% | -4.6% | -3.4% |
| 1Y | +17.8% | +19.5% | -1.7% | +3.8% |
| 3Y | +206.7% | +128.7% | +78.0% | +73.2% |
| 5Y | +113.9% | +28.8% | +85.1% | +72.1% |
| 10Y | +97.0% | +52.3% | +44.7% | +27.0% |
| All | +255.6% | +208.4% | +47.2% | +39.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling