+279.5%
UNP vs IBN
+316.4%
-37.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.6% | +1.0% | +0.5% |
| 7D | -1.2% | -5.5% | +4.3% | +0.2% |
| 30D | -2.0% | -3.4% | +1.4% | -1.2% |
| 3M | +7.5% | +8.7% | -1.2% | +5.1% |
| 6M | +15.3% | +3.7% | +11.6% | +13.9% |
| YTD | +25.4% | -2.4% | +27.8% | +25.7% |
| 1Y | +35.6% | -8.1% | +43.7% | +37.7% |
| 3Y | +44.1% | +26.3% | +17.8% | +33.7% |
| 5Y | +54.0% | +54.9% | -1.0% | +34.1% |
| All | +279.5% | +316.4% | -37.0% | +174.2% |
Cumulative growth
Daily Returns
Daily percentage return beside IBN.
Daily Out/Under-Performance
Portfolio return minus IBN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBN 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 IBN 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