+15.7%
UNP vs IRM
-9.9%
+25.5%
-12.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.9% | -1.2% | +0.6% |
| 7D | +2.1% | +8.6% | -6.5% | +1.6% |
| 30D | +7.7% | 0.0% | +7.8% | +7.9% |
| 3M | +4.0% | -7.1% | +11.2% | +4.0% |
| 6M | +15.7% | -7.9% | +23.5% | +15.6% |
| All | +15.7% | -9.9% | +25.5% | +15.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling