+776.1%
IVV vs UNP
+4,247.8%
-3,471.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.2% | -0.6% | -0.5% |
| 7D | +0.1% | -5.3% | +5.5% | +2.5% |
| 30D | +0.1% | -1.5% | +1.6% | +0.7% |
| 3M | +2.0% | +10.3% | -8.3% | -2.8% |
| 6M | +13.0% | +9.7% | +3.4% | +7.5% |
| YTD | +13.6% | +27.1% | -13.5% | +0.9% |
| 1Y | +20.1% | +32.6% | -12.5% | +4.4% |
| 3Y | +77.6% | +40.0% | +37.6% | +48.7% |
| 5Y | +82.5% | +50.8% | +31.6% | +45.3% |
| 10Y | +316.5% | +278.6% | +37.9% | +112.3% |
| All | +776.1% | +4,247.8% | -3,471.6% | +64.1% |
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