-16.7%
IBM vs UNP
+38.9%
-55.6%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.6% | +1.6% | +1.0% |
| 7D | +1.6% | +4.2% | -2.7% | +1.6% |
| 30D | +9.2% | +5.6% | +3.6% | +9.4% |
| 3M | +4.9% | +2.0% | +2.9% | +5.0% |
| 6M | +16.8% | +15.4% | +1.4% | +18.0% |
| YTD | -14.3% | +32.7% | -47.0% | -16.6% |
| 1Y | -16.7% | +39.4% | -56.1% | -20.3% |
| All | -16.7% | +38.9% | -55.6% | -20.3% |
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