+4,367.9%
UNP vs IJH
+1,055.9%
+3,312.1%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.4% |
| 7D | -1.7% | -0.7% | -1.0% | -1.1% |
| 30D | -2.1% | -3.8% | +1.7% | +1.1% |
| 3M | +5.4% | 0.0% | +5.4% | +5.2% |
| 6M | +13.4% | +8.8% | +4.6% | +5.2% |
| YTD | +25.0% | +13.5% | +11.4% | +11.9% |
| 1Y | +34.6% | +15.4% | +19.2% | +18.5% |
| 3Y | +43.6% | +50.9% | -7.3% | -0.3% |
| 5Y | +51.7% | +47.8% | +3.9% | +5.1% |
| 10Y | +282.5% | +183.1% | +99.5% | +50.6% |
| All | +4,367.9% | +1,055.9% | +3,312.1% | +522.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling