+54.3%
UNP vs IRM
+112.1%
-57.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.5% |
| 7D | +4.2% | +6.8% | -2.6% | +3.1% |
| 30D | +5.6% | +2.6% | +3.0% | +5.0% |
| 3M | +2.0% | -9.5% | +11.5% | +3.5% |
| 6M | +15.4% | -8.5% | +23.9% | +16.5% |
| YTD | +32.7% | +40.3% | -7.6% | +22.6% |
| 1Y | +39.4% | +28.7% | +10.7% | +31.0% |
| 3Y | +54.3% | +111.8% | -57.5% | +8.2% |
| All | +54.3% | +112.1% | -57.8% | +8.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling