+144.5%
IBM vs UNP
+271.6%
-127.2%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.3% | +4.7% | +3.9% |
| 7D | +3.6% | -1.7% | +5.3% | +4.3% |
| 30D | +1.5% | -2.1% | +3.7% | +2.3% |
| 3M | -12.9% | +5.4% | -18.4% | -15.0% |
| 6M | -3.9% | +13.4% | -17.3% | -9.9% |
| YTD | -17.3% | +25.0% | -42.3% | -26.0% |
| 1Y | -5.0% | +34.6% | -39.6% | -17.8% |
| 3Y | +78.2% | +43.6% | +34.6% | +47.8% |
| 5Y | +120.6% | +51.7% | +68.9% | +73.0% |
| 10Y | +144.5% | +282.5% | -138.1% | +30.2% |
| All | +144.5% | +271.6% | -127.2% | +30.2% |
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