+54.1%
UNP vs ICE
+71.4%
-17.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.1% |
| 7D | -2.1% | +3.2% | -5.3% | -2.8% |
| 30D | +7.3% | +14.7% | -7.4% | +3.8% |
| 3M | +3.6% | +19.8% | -16.2% | -0.8% |
| 6M | +15.8% | +15.2% | +0.6% | +12.0% |
| YTD | +32.6% | +12.7% | +19.9% | +27.9% |
| 1Y | +37.2% | +20.4% | +16.8% | +28.9% |
| All | +54.1% | +71.4% | -17.2% | +15.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling