+3,458.6%
UNP vs IBB
+560.8%
+2,897.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.9% | +1.0% | +0.5% |
| 7D | -5.3% | +1.4% | -6.8% | -6.0% |
| 30D | -1.5% | +10.5% | -12.0% | -6.0% |
| 3M | +10.3% | +23.6% | -13.4% | 0.0% |
| 6M | +9.7% | +22.6% | -13.0% | -0.5% |
| YTD | +27.1% | +25.7% | +1.4% | +13.7% |
| 1Y | +32.6% | +51.4% | -18.8% | +8.9% |
| 3Y | +40.0% | +64.4% | -24.4% | +9.8% |
| 5Y | +50.8% | +22.1% | +28.7% | +32.6% |
| 10Y | +278.6% | +132.5% | +146.2% | +141.3% |
| All | +3,458.6% | +560.8% | +2,897.7% | +1,067.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling