+50.0%
UNP vs IAU
+139.7%
-89.7%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IAU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.7% | +1.3% | -0.3% |
| 7D | -0.7% | +0.7% | -1.5% | -0.8% |
| 30D | -1.1% | +0.3% | -1.5% | -1.1% |
| 3M | +7.9% | +0.7% | +7.2% | +7.9% |
| 6M | +14.6% | -15.5% | +30.1% | +15.9% |
| YTD | +26.6% | +1.0% | +25.6% | +26.0% |
| 1Y | +35.6% | +19.6% | +16.0% | +32.7% |
| 3Y | +45.5% | +125.4% | -80.0% | +24.9% |
| 5Y | +50.0% | +140.7% | -90.8% | +23.5% |
| All | +50.0% | +139.7% | -89.7% | +23.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling