-7.5%
IGV vs UNP
+44.1%
-51.6%
-33.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +1.7% | -0.8% | +1.3% |
| 7D | -7.5% | +3.6% | -11.1% | -6.6% |
| 30D | -5.6% | +11.4% | -17.0% | -3.0% |
| 3M | +1.5% | +4.6% | -3.1% | +2.8% |
| 6M | +17.1% | +18.3% | -1.2% | +23.1% |
| YTD | -2.0% | +35.4% | -37.4% | +5.9% |
| 1Y | -7.5% | +42.6% | -50.1% | -4.5% |
| All | -7.5% | +44.1% | -51.6% | -4.5% |
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