+44.3%
UNP vs IEF
+9.2%
+35.1%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.8% | +1.1% | +0.5% |
| 7D | -1.2% | -1.2% | 0.0% | -1.0% |
| 30D | -2.0% | -1.5% | -0.5% | -1.8% |
| 3M | +7.5% | -1.7% | +9.2% | +7.8% |
| 6M | +15.3% | -3.5% | +18.9% | +15.9% |
| YTD | +25.4% | -2.6% | +28.1% | +25.9% |
| 1Y | +35.6% | -2.4% | +38.0% | +36.1% |
| All | +44.3% | +9.2% | +35.1% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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