+42.6%
UNP vs ICE
+21.0%
+21.6%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +2.3% | -0.7% | +1.4% |
| 7D | +3.6% | +12.2% | -8.6% | +2.5% |
| 30D | +11.4% | +15.0% | -3.6% | +10.0% |
| 3M | +4.6% | +17.6% | -13.0% | +3.2% |
| 6M | +18.3% | +12.6% | +5.7% | +16.7% |
| YTD | +35.4% | +9.1% | +26.3% | +32.0% |
| 1Y | +42.6% | +20.6% | +22.0% | +31.3% |
| All | +42.6% | +21.0% | +21.6% | +31.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling