-13.3%
IBM vs UNP
+44.1%
-57.4%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +1.8% |
| 7D | +0.4% | +3.6% | -3.2% | +0.5% |
| 30D | +14.8% | +11.4% | +3.4% | +15.1% |
| 3M | +8.9% | +4.6% | +4.3% | +9.0% |
| 6M | +12.4% | +18.3% | -5.8% | +13.7% |
| YTD | -12.4% | +35.4% | -47.8% | -14.3% |
| 1Y | -13.3% | +42.6% | -55.9% | -16.4% |
| All | -13.3% | +44.1% | -57.4% | -16.4% |
Cumulative growth
Daily Returns
Daily percentage return beside UNP.
Daily Out/Under-Performance
Portfolio return minus UNP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNP 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 1y: compounded portfolio wealth divided by compounded UNP 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…
1y analysis · Full analysis span regression · 6 months rolling