+31.2%
UNP vs IOT
+61.4%
-30.3%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +3.7% | -3.6% | 0.0% |
| 7D | -5.3% | -2.3% | -3.0% | -5.2% |
| 30D | -1.5% | +3.8% | -5.3% | -1.8% |
| 3M | +10.3% | +14.2% | -3.9% | +9.2% |
| 6M | +9.7% | +40.1% | -30.5% | +6.7% |
| YTD | +27.1% | +13.4% | +13.7% | +25.3% |
| 1Y | +32.6% | +12.2% | +20.4% | +30.3% |
| 3Y | +40.0% | +30.0% | +10.0% | +33.7% |
| All | +31.2% | +61.4% | -30.3% | +17.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling