+277.6%
UNP vs IJR
+172.1%
+105.6%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.5% | -1.0% | -0.8% |
| 7D | -1.8% | -2.2% | +0.4% | -0.3% |
| 30D | -2.7% | -4.6% | +1.9% | +0.5% |
| 3M | +6.5% | +0.2% | +6.3% | +6.2% |
| 6M | +14.4% | +14.7% | -0.3% | +3.5% |
| YTD | +24.8% | +18.9% | +5.9% | +10.1% |
| 1Y | +34.4% | +19.9% | +14.5% | +17.5% |
| 3Y | +43.6% | +53.0% | -9.4% | +3.6% |
| 5Y | +53.2% | +40.9% | +12.4% | +15.3% |
| All | +277.6% | +172.1% | +105.6% | +64.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IJR.
Daily Out/Under-Performance
Portfolio return minus IJR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IJR 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 IJR 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