+39.6%
UNP vs IP
-12.5%
+52.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.4% | -4.0% | +0.5% | -2.5% |
| 7D | -1.3% | -5.0% | +3.6% | -0.1% |
| 30D | +7.7% | +6.5% | +1.2% | +6.0% |
| 3M | +1.3% | -18.0% | +19.3% | +6.0% |
| 6M | +14.0% | +10.3% | +3.7% | +9.9% |
| YTD | +30.8% | -9.9% | +40.6% | +31.9% |
| 1Y | +40.0% | -1.1% | +41.0% | +37.4% |
| 3Y | +50.1% | +13.0% | +37.0% | +34.8% |
| 5Y | +39.6% | -12.3% | +51.9% | +36.5% |
| All | +39.6% | -12.5% | +52.1% | +36.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling