+973.2%
IGV vs UNP
+3,212.9%
-2,239.7%
-62.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.2% | -2.4% | -2.3% |
| 7D | -4.5% | -5.3% | +0.8% | -2.0% |
| 30D | +3.2% | -1.5% | +4.8% | +3.9% |
| 3M | +4.5% | +10.3% | -5.7% | -0.7% |
| 6M | +22.1% | +9.7% | +12.4% | +15.2% |
| YTD | -1.0% | +27.1% | -28.1% | -13.4% |
| 1Y | -2.1% | +32.6% | -34.7% | -16.3% |
| 3Y | +44.6% | +40.0% | +4.6% | +18.6% |
| 5Y | +22.2% | +50.8% | -28.7% | -5.0% |
| 10Y | +364.7% | +278.6% | +86.1% | +117.4% |
| All | +973.2% | +3,212.9% | -2,239.7% | +31.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling