+288.4%
UNP vs IRM
+514.0%
-225.5%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -2.1% | -5.3% | +3.2% | -0.7% |
| 30D | +7.3% | -2.3% | +9.6% | +7.7% |
| 3M | +3.6% | -7.4% | +11.1% | +5.4% |
| 6M | +15.8% | -12.2% | +28.1% | +19.2% |
| YTD | +32.6% | +38.6% | -6.1% | +17.8% |
| 1Y | +37.2% | +14.9% | +22.3% | +28.9% |
| 3Y | +52.6% | +108.2% | -55.6% | +13.7% |
| 5Y | +40.6% | +183.8% | -143.3% | -7.3% |
| 10Y | +288.4% | +512.6% | -224.2% | +95.8% |
| All | +288.4% | +514.0% | -225.5% | +95.8% |
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