+17.3%
IGV vs UNP
+40.3%
-23.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.5% | +1.4% | +1.7% |
| 7D | -1.3% | -2.1% | +0.8% | -0.6% |
| 30D | -8.1% | +7.3% | -15.4% | -10.2% |
| 3M | -1.6% | +3.6% | -5.3% | -2.9% |
| 6M | +12.7% | +15.8% | -3.1% | +6.7% |
| YTD | -3.3% | +32.6% | -35.8% | -14.1% |
| 1Y | -7.9% | +37.2% | -45.1% | -19.5% |
| 3Y | +40.3% | +52.6% | -12.3% | +14.5% |
| 5Y | +17.3% | +40.6% | -23.3% | -4.0% |
| All | +17.3% | +40.3% | -23.0% | -4.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling