+363.6%
IGV vs UNP
+286.3%
+77.3%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.6% | +0.3% | 0.0% |
| 7D | +2.3% | +4.2% | -1.9% | +0.7% |
| 30D | -6.0% | +5.6% | -11.6% | -8.1% |
| 3M | -4.8% | +2.0% | -6.8% | -5.8% |
| 6M | +14.2% | +15.4% | -1.2% | +6.8% |
| YTD | -4.2% | +32.7% | -37.0% | -16.7% |
| 1Y | -5.3% | +39.4% | -44.7% | -19.6% |
| 3Y | +38.8% | +54.3% | -15.5% | +10.7% |
| 5Y | +14.2% | +39.6% | -25.4% | -6.0% |
| All | +363.6% | +286.3% | +77.3% | +157.0% |
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 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