+279.7%
UAL vs IVZ
+229.3%
+50.5%
-93.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +6.8% | 0.0% | +2.3% |
| 7D | +10.2% | +4.1% | +6.1% | +7.3% |
| 30D | +12.0% | -2.0% | +14.1% | +13.6% |
| 3M | -7.1% | -7.8% | +0.8% | -2.0% |
| 6M | +20.9% | +6.3% | +14.6% | +15.2% |
| YTD | +7.7% | +12.6% | -4.9% | -1.2% |
| 1Y | +23.6% | +27.6% | -4.1% | +4.3% |
| 3Y | +222.6% | +154.0% | +68.5% | +70.2% |
| 5Y | +127.9% | +37.3% | +90.7% | +75.9% |
| 10Y | +100.2% | +50.5% | +49.7% | +30.1% |
| All | +279.7% | +229.3% | +50.5% | +42.8% |
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