+21.2%
IGV vs UNP
+48.4%
-27.2%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.4% |
| 7D | -1.5% | -1.7% | +0.2% | -1.0% |
| 30D | -3.0% | -2.1% | -0.9% | -2.4% |
| 3M | +9.6% | +5.4% | +4.1% | +7.3% |
| 6M | +16.1% | +13.4% | +2.7% | +10.0% |
| YTD | -3.6% | +25.0% | -28.6% | -12.6% |
| 1Y | -7.8% | +34.6% | -42.4% | -19.3% |
| 3Y | +40.0% | +43.6% | -3.6% | +16.8% |
| 5Y | +21.2% | +51.7% | -30.5% | -2.4% |
| All | +21.2% | +48.4% | -27.2% | -2.4% |
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