+281.1%
UNP vs ICE
+258.3%
+22.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.5% | +2.2% | +1.4% |
| 7D | +2.1% | +2.2% | -0.1% | +1.0% |
| 30D | +7.7% | +13.7% | -6.0% | +1.2% |
| 3M | +4.0% | +17.9% | -13.9% | -4.2% |
| 6M | +15.7% | +15.0% | +0.7% | +7.4% |
| YTD | +33.5% | +10.9% | +22.5% | +24.7% |
| 1Y | +38.9% | +17.0% | +22.0% | +26.1% |
| 3Y | +53.7% | +68.2% | -14.5% | +12.3% |
| 5Y | +40.4% | +40.4% | 0.0% | +11.8% |
| All | +281.1% | +258.3% | +22.8% | +84.1% |
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