+28.8%
UNP vs IOT
+54.1%
-25.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.3% | -0.5% |
| 7D | -1.8% | -4.5% | +2.7% | -1.6% |
| 30D | -2.7% | -2.4% | -0.3% | -2.6% |
| 3M | +6.5% | +19.0% | -12.5% | +5.3% |
| 6M | +14.4% | +19.6% | -5.3% | +12.6% |
| YTD | +24.8% | +8.3% | +16.5% | +23.4% |
| 1Y | +34.4% | -0.8% | +35.2% | +33.4% |
| 3Y | +43.6% | +24.4% | +19.2% | +37.5% |
| All | +28.8% | +54.1% | -25.3% | +16.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IOT.
Daily Out/Under-Performance
Portfolio return minus IOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IOT 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 IOT 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