+30.8%
UNP vs IRE
-97.2%
+128.0%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +39.6% | -42.2% | -2.2% |
| 7D | -4.6% | -27.2% | +22.6% | -4.6% |
| 30D | +5.6% | -75.1% | +80.8% | +4.8% |
| 3M | -1.3% | -77.9% | +76.6% | -2.0% |
| 6M | +9.2% | -94.6% | +103.8% | +8.7% |
| YTD | +27.3% | -91.5% | +118.9% | +27.9% |
| 1Y | +35.9% | -97.8% | +133.7% | +31.9% |
| All | +30.8% | -97.2% | +128.0% | +28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling