+284.1%
UNP vs IP
+24.7%
+259.4%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.1% | +2.3% | +1.6% |
| 7D | -0.9% | 0.0% | -1.0% | -0.9% |
| 30D | +8.0% | +9.4% | -1.4% | +4.4% |
| 3M | +3.3% | -14.1% | +17.4% | +8.7% |
| 6M | +14.7% | +9.2% | +5.5% | +8.9% |
| YTD | +31.9% | -7.5% | +39.5% | +31.6% |
| 1Y | +37.1% | -2.8% | +39.9% | +33.8% |
| 3Y | +51.9% | +21.2% | +30.6% | +25.3% |
| 5Y | +39.3% | -11.5% | +50.8% | +30.9% |
| 10Y | +284.1% | +23.7% | +260.4% | +163.0% |
| All | +284.1% | +24.7% | +259.4% | +163.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 IP 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