+50.0%
UNP vs IRM
+192.5%
-142.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.7% | +0.3% | -0.2% |
| 7D | -0.7% | +1.6% | -2.4% | -1.2% |
| 30D | -1.1% | -4.2% | +3.0% | -0.2% |
| 3M | +7.9% | -5.4% | +13.2% | +9.0% |
| 6M | +14.6% | +12.0% | +2.6% | +10.1% |
| YTD | +26.6% | +42.0% | -15.5% | +13.4% |
| 1Y | +35.6% | +29.9% | +5.7% | +24.0% |
| 3Y | +45.5% | +104.4% | -58.9% | +8.6% |
| 5Y | +50.0% | +191.0% | -141.0% | +3.4% |
| All | +50.0% | +192.5% | -142.5% | +3.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling