+281.1%
UNP vs IAG
+384.2%
-103.1%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.1% | +5.8% | +0.8% |
| 7D | +2.1% | -2.1% | +4.2% | +2.1% |
| 30D | +7.7% | -6.2% | +13.9% | +7.8% |
| 3M | +4.0% | -5.1% | +9.2% | +4.1% |
| 6M | +15.7% | -10.0% | +25.6% | +15.7% |
| YTD | +33.5% | +3.9% | +29.6% | +32.7% |
| 1Y | +38.9% | +18.9% | +20.1% | +37.4% |
| 3Y | +53.7% | +651.8% | -598.1% | +41.5% |
| 5Y | +40.4% | +416.3% | -375.8% | +27.5% |
| All | +281.1% | +384.2% | -103.1% | +254.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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