+39.4%
UNP vs IAG
+19.6%
+19.8%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +1.1% | -1.6% | -0.6% |
| 7D | +4.2% | -7.7% | +11.9% | +4.2% |
| 30D | +5.6% | +1.6% | +4.0% | +5.5% |
| 3M | +2.0% | -2.4% | +4.5% | +2.2% |
| 6M | +15.4% | -7.8% | +23.2% | +16.0% |
| YTD | +32.7% | +5.0% | +27.7% | +35.6% |
| 1Y | +39.4% | +25.7% | +13.7% | +42.1% |
| All | +39.4% | +19.6% | +19.8% | +42.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling