+277.6%
UNP vs IEFA
+148.3%
+129.3%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.5% | -1.3% |
| 7D | -1.8% | -1.6% | -0.2% | -0.5% |
| 30D | -2.7% | -1.5% | -1.2% | -1.5% |
| 3M | +6.5% | +3.4% | +3.1% | +3.2% |
| 6M | +14.4% | +9.5% | +4.9% | +4.7% |
| YTD | +24.8% | +13.0% | +11.8% | +10.9% |
| 1Y | +34.4% | +18.0% | +16.4% | +14.8% |
| 3Y | +43.6% | +65.4% | -21.8% | -11.2% |
| 5Y | +53.2% | +51.6% | +1.7% | +2.5% |
| All | +277.6% | +148.3% | +129.3% | +63.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 10y: compounded portfolio wealth divided by compounded IEFA 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…
10y analysis · Full analysis span regression · 6 months rolling