+52.2%
UNP vs IP
-17.2%
+69.4%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +2.2% | -2.0% | -0.4% |
| 7D | -5.3% | -5.3% | -0.1% | -4.1% |
| 30D | -1.5% | -10.9% | +9.3% | +1.1% |
| 3M | +10.3% | +11.2% | -0.9% | +6.6% |
| 6M | +9.7% | -10.2% | +19.9% | +11.6% |
| YTD | +27.1% | -2.0% | +29.1% | +25.9% |
| 1Y | +32.6% | -19.1% | +51.7% | +37.7% |
| 3Y | +40.0% | +20.9% | +19.1% | +24.5% |
| All | +52.2% | -17.2% | +69.4% | +49.9% |
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