+738.6%
IVV vs UNP
+4,255.9%
-3,517.2%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.6% | +3.0% | +1.5% |
| 7D | -2.7% | -4.6% | +1.9% | -0.7% |
| 30D | -5.4% | +5.6% | -11.0% | -7.7% |
| 3M | -4.1% | -1.3% | -2.7% | -3.8% |
| 6M | +0.7% | +9.2% | -8.5% | -4.0% |
| YTD | +8.7% | +27.3% | -18.6% | -3.7% |
| 1Y | +11.0% | +35.9% | -24.9% | -4.7% |
| 3Y | +75.4% | +45.5% | +30.0% | +44.2% |
| 5Y | +68.3% | +36.0% | +32.3% | +40.4% |
| 10Y | +315.5% | +307.2% | +8.3% | +105.1% |
| All | +738.6% | +4,255.9% | -3,517.2% | +56.7% |
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