+277.6%
UNP vs ICE
+220.6%
+57.0%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.0% |
| 7D | -1.8% | -2.4% | +0.6% | -0.7% |
| 30D | -2.7% | +4.0% | -6.7% | -4.7% |
| 3M | +6.5% | +13.7% | -7.2% | -0.5% |
| 6M | +14.4% | +0.9% | +13.4% | +12.8% |
| YTD | +24.8% | -2.1% | +26.9% | +24.0% |
| 1Y | +34.4% | -9.5% | +43.9% | +38.9% |
| 3Y | +43.6% | +42.1% | +1.5% | +14.3% |
| 5Y | +53.2% | +41.4% | +11.8% | +20.0% |
| All | +277.6% | +220.6% | +57.0% | +96.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling