+54.3%
UNP vs IOT
+75.5%
-21.2%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.1% | -0.7% | -0.6% |
| 7D | +4.2% | +0.9% | +3.3% | +4.2% |
| 30D | +5.6% | +1.4% | +4.2% | +5.5% |
| 3M | +2.0% | +0.5% | +1.5% | +1.9% |
| 6M | +15.4% | +50.3% | -34.9% | +12.9% |
| YTD | +32.7% | +16.7% | +16.1% | +31.5% |
| 1Y | +39.4% | +6.8% | +32.6% | +39.0% |
| 3Y | +54.3% | +75.5% | -21.2% | +42.0% |
| All | +54.3% | +75.5% | -21.2% | +42.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling