+30.0%
UNP vs IRE
-82.8%
+112.9%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +10.2% | -10.6% | -0.3% |
| 7D | -0.7% | +58.9% | -59.7% | -0.4% |
| 30D | -1.1% | +17.2% | -18.3% | -0.9% |
| 3M | +7.9% | -58.6% | +66.5% | +8.3% |
| 6M | +14.6% | -23.5% | +38.1% | +16.1% |
| YTD | +26.6% | -47.4% | +74.0% | +28.4% |
| All | +30.0% | -82.8% | +112.9% | +29.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded IRE 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling