+45.6%
UNP vs ICE
+41.9%
+3.7%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | +0.1% |
| 7D | -0.7% | -1.2% | +0.4% | -0.5% |
| 30D | -1.1% | +5.0% | -6.1% | -2.3% |
| 3M | +7.9% | +13.9% | -6.0% | +4.2% |
| 6M | +14.6% | -4.4% | +19.0% | +16.0% |
| YTD | +26.6% | -1.9% | +28.5% | +26.3% |
| 1Y | +35.6% | -8.1% | +43.7% | +38.7% |
| All | +45.6% | +41.9% | +3.7% | +19.8% |
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