+293.8%
UNP vs IBB
+139.6%
+154.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +2.8% | -0.4% | +1.2% |
| 7D | -3.3% | +2.7% | -6.0% | -4.4% |
| 30D | +6.7% | +6.3% | +0.4% | +3.8% |
| 3M | +1.8% | +11.1% | -9.3% | -3.2% |
| 6M | +13.3% | +29.2% | -15.9% | +0.5% |
| YTD | +30.3% | +30.2% | +0.1% | +14.5% |
| 1Y | +36.9% | +39.5% | -2.6% | +16.5% |
| 3Y | +50.9% | +92.3% | -41.4% | +9.4% |
| 5Y | +37.9% | +43.0% | -5.0% | +13.1% |
| 10Y | +293.8% | +137.1% | +156.7% | +145.6% |
| All | +293.8% | +139.6% | +154.2% | +145.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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