+54.0%
UNP vs IBKR
+495.5%
-441.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IBKR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.2% | -2.7% | -0.8% |
| 7D | -1.8% | -1.3% | -0.5% | -1.6% |
| 30D | -2.7% | -0.2% | -2.5% | -2.8% |
| 3M | +6.5% | +3.0% | +3.5% | +5.5% |
| 6M | +14.4% | +33.9% | -19.5% | +7.7% |
| YTD | +24.8% | +42.5% | -17.7% | +15.7% |
| 1Y | +34.4% | +44.9% | -10.4% | +23.6% |
| 3Y | +43.6% | +293.0% | -249.4% | +3.3% |
| All | +54.0% | +495.5% | -441.5% | -5.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IBKR.
Daily Out/Under-Performance
Portfolio return minus IBKR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBKR 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 IBKR 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