+2,506.8%
UNP vs ICE
+2,632.3%
-125.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -1.9% | -0.2% |
| 7D | -2.1% | +3.2% | -5.3% | -3.0% |
| 30D | +7.3% | +14.7% | -7.4% | +3.0% |
| 3M | +3.6% | +19.8% | -16.2% | -1.8% |
| 6M | +15.8% | +15.2% | +0.6% | +10.7% |
| YTD | +32.6% | +12.7% | +19.9% | +26.8% |
| 1Y | +37.2% | +20.4% | +16.8% | +28.6% |
| 3Y | +52.6% | +70.8% | -18.2% | +28.5% |
| 5Y | +40.6% | +43.9% | -3.4% | +23.5% |
| 10Y | +288.4% | +264.8% | +23.7% | +164.5% |
| All | +2,506.8% | +2,632.3% | -125.5% | +1,165.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling