+51.7%
UNP vs IAG
+804.8%
-753.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +2.1% | -3.4% | -1.4% |
| 7D | -1.7% | +1.7% | -3.4% | -1.8% |
| 30D | -2.1% | +11.4% | -13.6% | -2.6% |
| 3M | +5.4% | +33.0% | -27.6% | +4.0% |
| 6M | +13.4% | -6.0% | +19.4% | +13.3% |
| YTD | +25.0% | +24.6% | +0.4% | +22.9% |
| 1Y | +34.6% | +105.0% | -70.4% | +28.5% |
| 3Y | +43.6% | +837.9% | -794.3% | +20.8% |
| 5Y | +51.7% | +817.0% | -765.2% | +22.6% |
| All | +51.7% | +804.8% | -753.1% | +22.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling