+3,099.0%
UNP vs IEF
+129.4%
+2,969.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.1% |
| 7D | -5.3% | -0.3% | -5.1% | -5.6% |
| 30D | -1.5% | -0.8% | -0.8% | -2.3% |
| 3M | +10.3% | -1.0% | +11.2% | +9.2% |
| 6M | +9.7% | -2.8% | +12.4% | +6.7% |
| YTD | +27.1% | -1.5% | +28.6% | +25.2% |
| 1Y | +32.6% | -0.4% | +33.0% | +32.0% |
| 3Y | +40.0% | +9.7% | +30.3% | +53.1% |
| 5Y | +50.8% | -8.3% | +59.2% | +29.9% |
| 10Y | +278.6% | +4.6% | +274.0% | +298.4% |
| All | +3,099.0% | +129.4% | +2,969.7% | +8,863.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling