+2,413.6%
IBM vs UNP
+9,690.0%
-7,276.4%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.3% | -5.3% | +5.1% | +1.6% |
| 30D | +0.3% | -1.5% | +1.8% | +0.7% |
| 3M | -21.6% | +10.3% | -31.9% | -24.4% |
| 6M | -4.7% | +9.7% | -14.4% | -8.5% |
| YTD | -19.1% | +27.1% | -46.2% | -26.4% |
| 1Y | -2.5% | +32.6% | -35.1% | -12.7% |
| 3Y | +74.2% | +40.0% | +34.2% | +51.8% |
| 5Y | +113.1% | +50.8% | +62.3% | +77.9% |
| 10Y | +133.5% | +278.6% | -145.1% | +40.4% |
| All | +2,413.6% | +9,690.0% | -7,276.4% | +404.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling