+278.5%
UNP vs IBB
+132.8%
+145.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.4% | +0.1% | +0.3% |
| 7D | -2.1% | -1.4% | -0.7% | -1.5% |
| 30D | +7.3% | +6.8% | +0.5% | +4.2% |
| 3M | +3.6% | +9.2% | -5.6% | -0.7% |
| 6M | +15.8% | +28.3% | -12.5% | +3.0% |
| YTD | +32.6% | +29.4% | +3.2% | +16.9% |
| 1Y | +37.2% | +33.2% | +4.1% | +19.3% |
| 3Y | +52.6% | +90.2% | -37.6% | +11.3% |
| 5Y | +40.6% | +44.0% | -3.4% | +14.9% |
| All | +278.5% | +132.8% | +145.7% | +134.6% |
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