+72.4%
IBM vs UNP
+46.5%
+25.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.4% | -0.8% | -1.1% |
| 7D | +0.3% | -0.7% | +1.0% | +0.5% |
| 30D | -1.5% | -1.1% | -0.3% | -1.3% |
| 3M | -16.8% | +7.9% | -24.6% | -18.4% |
| 6M | -9.0% | +14.6% | -23.7% | -12.8% |
| YTD | -20.1% | +26.6% | -46.6% | -26.4% |
| 1Y | -7.0% | +35.6% | -42.6% | -16.7% |
| 3Y | +72.4% | +45.5% | +26.9% | +55.0% |
| All | +72.4% | +46.5% | +25.9% | +55.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling