+5,330.6%
UNP vs IBN
+1,779.7%
+3,550.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.2% | 0.0% | +1.0% |
| 7D | -0.9% | +15.8% | -16.7% | -3.9% |
| 30D | +8.0% | +25.1% | -17.1% | +3.1% |
| 3M | +3.3% | +16.0% | -12.6% | +0.1% |
| 6M | +14.7% | +32.8% | -18.1% | +8.0% |
| YTD | +31.9% | +18.0% | +13.9% | +27.0% |
| 1Y | +37.1% | +15.9% | +21.2% | +32.5% |
| 3Y | +51.9% | +57.6% | -5.8% | +36.9% |
| 5Y | +39.3% | +74.7% | -35.4% | +22.1% |
| 10Y | +284.1% | +373.9% | -89.8% | +165.0% |
| All | +5,330.6% | +1,779.7% | +3,550.9% | +2,744.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling