+5,131.9%
UNP vs IBN
+1,532.9%
+3,599.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IBN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.3% |
| 7D | -5.3% | +1.4% | -6.8% | -5.6% |
| 30D | -1.5% | -0.3% | -1.2% | -1.5% |
| 3M | +10.3% | +17.1% | -6.9% | +6.7% |
| 6M | +9.7% | +3.4% | +6.3% | +8.7% |
| YTD | +27.1% | +2.5% | +24.6% | +26.1% |
| 1Y | +32.6% | -4.2% | +36.7% | +33.1% |
| 3Y | +40.0% | +32.4% | +7.6% | +30.9% |
| 5Y | +50.8% | +59.2% | -8.3% | +34.8% |
| 10Y | +278.6% | +345.7% | -67.0% | +164.3% |
| All | +5,131.9% | +1,532.9% | +3,599.0% | +2,723.4% |
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