+54.0%
UNP vs IJH
+48.0%
+6.0%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.8% | -1.3% | -1.0% |
| 7D | -1.8% | -1.9% | +0.1% | -0.6% |
| 30D | -2.7% | -4.6% | +1.9% | +0.3% |
| 3M | +6.5% | -1.2% | +7.7% | +7.2% |
| 6M | +14.4% | +9.4% | +5.0% | +7.4% |
| YTD | +24.8% | +13.3% | +11.5% | +14.5% |
| 1Y | +34.4% | +13.4% | +21.0% | +23.0% |
| 3Y | +43.6% | +50.4% | -6.9% | +8.2% |
| All | +54.0% | +48.0% | +6.0% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IJH.
Daily Out/Under-Performance
Portfolio return minus IJH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJH 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 5y: compounded portfolio wealth divided by compounded IJH 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…
5y analysis · Full analysis span regression · 6 months rolling