+22.9%
IWM vs UNP
+35.7%
-12.8%
-11.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | UNP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -2.5% | -1.2% | -1.4% | -2.3% |
| 30D | -4.4% | -2.0% | -2.4% | -4.1% |
| 3M | +2.2% | +7.5% | -5.3% | +0.5% |
| 6M | +14.0% | +15.3% | -1.3% | +9.3% |
| YTD | +17.4% | +25.4% | -8.1% | +9.4% |
| 1Y | +22.9% | +35.6% | -12.7% | +11.3% |
| All | +22.9% | +35.7% | -12.8% | +11.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling