+38.9%
IGV vs UNP
+43.1%
-4.3%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.6% |
| 7D | -1.5% | -1.7% | +0.2% | -1.2% |
| 30D | -3.0% | -2.1% | -0.9% | -2.7% |
| 3M | +9.6% | +5.4% | +4.1% | +8.2% |
| 6M | +16.1% | +13.4% | +2.7% | +12.2% |
| YTD | -3.6% | +25.0% | -28.6% | -10.2% |
| 1Y | -7.8% | +34.6% | -42.4% | -16.7% |
| All | +38.9% | +43.1% | -4.3% | +19.3% |
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