+288.4%
UNP vs IAU
+209.9%
+78.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.5% |
| 7D | -2.1% | -2.0% | -0.1% | -2.1% |
| 30D | +7.3% | -4.4% | +11.7% | +7.3% |
| 3M | +3.6% | -8.9% | +12.5% | +3.7% |
| 6M | +15.8% | -15.9% | +31.8% | +16.0% |
| YTD | +32.6% | -7.8% | +40.3% | +32.7% |
| 1Y | +37.2% | -3.8% | +41.0% | +37.4% |
| 3Y | +52.6% | +104.3% | -51.7% | +50.6% |
| 5Y | +40.6% | +111.2% | -70.6% | +37.4% |
| 10Y | +288.4% | +216.4% | +72.0% | +329.5% |
| All | +288.4% | +209.9% | +78.5% | +329.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAU.
Daily Out/Under-Performance
Portfolio return minus IAU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAU 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 IAU 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