+271.8%
UNP vs IBB
+122.6%
+149.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.5% |
| 7D | -0.7% | -1.7% | +0.9% | -0.1% |
| 30D | -1.1% | +4.9% | -6.0% | -3.4% |
| 3M | +7.9% | +24.2% | -16.4% | -2.2% |
| 6M | +14.6% | +23.8% | -9.2% | +3.6% |
| YTD | +26.6% | +23.0% | +3.6% | +14.4% |
| 1Y | +35.6% | +46.2% | -10.6% | +13.0% |
| 3Y | +45.5% | +64.8% | -19.3% | +13.5% |
| 5Y | +50.0% | +20.9% | +29.1% | +33.4% |
| 10Y | +271.8% | +121.6% | +150.3% | +138.5% |
| All | +271.8% | +122.6% | +149.2% | +138.5% |
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