+35.6%
UNP vs ICE
-9.0%
+44.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.4% | +0.8% | +0.4% |
| 7D | -1.2% | -5.3% | +4.2% | -0.8% |
| 30D | -2.0% | +3.0% | -5.0% | -2.1% |
| 3M | +7.5% | +11.4% | -3.9% | +6.6% |
| 6M | +15.3% | -2.0% | +17.4% | +15.2% |
| YTD | +25.4% | -3.1% | +28.5% | +24.7% |
| 1Y | +35.6% | -8.4% | +44.0% | +33.5% |
| All | +35.6% | -9.0% | +44.7% | +33.5% |
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