+3,030.5%
UNP vs IAG
+377.5%
+2,653.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -2.2% | +2.4% | +0.3% |
| 7D | -5.3% | -0.5% | -4.8% | -5.3% |
| 30D | -1.5% | +28.9% | -30.4% | -3.1% |
| 3M | +10.3% | +19.1% | -8.9% | +8.7% |
| 6M | +9.7% | -10.3% | +19.9% | +9.7% |
| YTD | +27.1% | +24.2% | +2.9% | +24.2% |
| 1Y | +32.6% | +116.5% | -83.9% | +24.7% |
| 3Y | +40.0% | +742.8% | -702.8% | +18.0% |
| 5Y | +50.8% | +753.3% | -702.5% | +23.8% |
| 10Y | +278.6% | +403.2% | -124.6% | +203.6% |
| All | +3,030.5% | +377.5% | +2,653.1% | +2,115.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling