+155.4%
IWM vs UNP
+293.6%
-138.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +3.6% | -1.1% | +0.6% |
| 7D | +0.3% | -0.9% | +1.2% | +0.8% |
| 30D | +0.6% | +8.0% | -7.4% | -3.7% |
| 3M | -6.2% | +3.3% | -9.6% | -8.2% |
| 6M | -0.8% | +14.7% | -15.5% | -9.0% |
| YTD | +14.8% | +31.9% | -17.2% | -3.4% |
| 1Y | +16.1% | +37.1% | -21.0% | -4.5% |
| 3Y | +71.5% | +51.9% | +19.7% | +31.8% |
| 5Y | +25.8% | +39.3% | -13.6% | -0.5% |
| 10Y | +155.4% | +284.1% | -128.7% | +24.4% |
| All | +155.4% | +293.6% | -138.2% | +24.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling