+35.6%
UNP vs IRM
+20.9%
+14.7%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.0% | +2.4% | +0.6% |
| 7D | -1.2% | -1.8% | +0.6% | -1.0% |
| 30D | -2.0% | -7.8% | +5.8% | -1.3% |
| 3M | +7.5% | -7.9% | +15.4% | +8.2% |
| 6M | +15.3% | +6.3% | +9.0% | +13.3% |
| YTD | +25.4% | +38.2% | -12.7% | +18.8% |
| 1Y | +35.6% | +19.8% | +15.8% | +32.3% |
| All | +35.6% | +20.9% | +14.7% | +32.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling