+364.8%
IGV vs UNP
+288.6%
+76.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.7% | -1.5% | -1.0% |
| 7D | +2.5% | +2.1% | +0.4% | +1.6% |
| 30D | -8.6% | +7.7% | -16.3% | -11.4% |
| 3M | -1.6% | +4.0% | -5.6% | -3.4% |
| 6M | +13.4% | +15.7% | -2.2% | +6.0% |
| YTD | -4.0% | +33.5% | -37.5% | -16.7% |
| 1Y | -7.6% | +38.9% | -46.6% | -21.4% |
| 3Y | +39.3% | +53.7% | -14.4% | +11.4% |
| 5Y | +14.5% | +40.4% | -25.9% | -6.0% |
| All | +364.8% | +288.6% | +76.2% | +157.1% |
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