+282.5%
UNP vs IRM
+418.7%
-136.2%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.7% | -0.5% | -1.1% |
| 7D | -1.7% | +3.0% | -4.7% | -2.6% |
| 30D | -2.1% | -5.2% | +3.1% | -0.7% |
| 3M | +5.4% | -8.0% | +13.5% | +7.6% |
| 6M | +13.4% | +9.2% | +4.2% | +9.4% |
| YTD | +25.0% | +41.0% | -16.0% | +11.2% |
| 1Y | +34.6% | +23.3% | +11.3% | +24.2% |
| 3Y | +43.6% | +102.8% | -59.2% | +9.2% |
| 5Y | +51.7% | +192.8% | -141.1% | +0.7% |
| 10Y | +282.5% | +439.6% | -157.1% | +102.4% |
| All | +282.5% | +418.7% | -136.2% | +102.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IRM.
Daily Out/Under-Performance
Portfolio return minus IRM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRM 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 10y: compounded portfolio wealth divided by compounded IRM 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…
10y analysis · Full analysis span regression · 6 months rolling