+4,426.2%
UNP vs IJR
+1,143.6%
+3,282.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IJR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | +0.2% |
| 7D | -0.7% | +0.9% | -1.7% | -1.4% |
| 30D | -1.1% | -3.1% | +2.0% | +1.2% |
| 3M | +7.9% | +4.4% | +3.5% | +4.3% |
| 6M | +14.6% | +16.1% | -1.5% | +2.1% |
| YTD | +26.6% | +20.6% | +6.0% | +9.6% |
| 1Y | +35.6% | +22.9% | +12.7% | +15.3% |
| 3Y | +45.5% | +55.2% | -9.7% | +1.8% |
| 5Y | +50.0% | +41.1% | +8.9% | +10.6% |
| 10Y | +271.8% | +167.0% | +104.9% | +61.9% |
| All | +4,426.2% | +1,143.6% | +3,282.6% | +576.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling