+45.5%
UNP vs IP
+13.9%
+31.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.5% | -2.8% |
| 7D | -4.6% | -5.1% | +0.5% | -3.7% |
| 30D | +5.6% | +8.5% | -2.9% | +4.1% |
| 3M | -1.3% | -13.8% | +12.5% | +1.2% |
| 6M | +9.2% | +5.7% | +3.5% | +7.3% |
| YTD | +27.3% | -9.1% | +36.5% | +28.4% |
| 1Y | +35.9% | -0.8% | +36.7% | +34.5% |
| 3Y | +45.5% | +14.8% | +30.7% | +47.7% |
| All | +45.5% | +13.9% | +31.6% | +47.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling