+139.9%
IBM vs UNP
+293.6%
-153.7%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.2% | -1.9% | -1.1% |
| 7D | -2.2% | -0.9% | -1.3% | -1.8% |
| 30D | +7.7% | +8.0% | -0.3% | +4.2% |
| 3M | +3.5% | +3.3% | +0.1% | +1.8% |
| 6M | +7.2% | +14.7% | -7.5% | +0.6% |
| YTD | -15.8% | +31.9% | -47.7% | -26.4% |
| 1Y | -19.3% | +37.1% | -56.4% | -30.7% |
| 3Y | +78.0% | +51.9% | +26.1% | +44.0% |
| 5Y | +143.0% | +39.3% | +103.7% | +100.0% |
| 10Y | +139.9% | +284.1% | -144.2% | +33.1% |
| All | +139.9% | +293.6% | -153.7% | +33.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling