+4,900.3%
UNP vs IRM
+9,772.9%
-4,872.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.4% |
| 7D | +4.2% | +6.8% | -2.6% | +2.5% |
| 30D | +5.6% | +2.6% | +3.0% | +4.7% |
| 3M | +2.0% | -9.5% | +11.5% | +4.2% |
| 6M | +15.4% | -8.5% | +23.9% | +17.1% |
| YTD | +32.7% | +40.3% | -7.6% | +19.8% |
| 1Y | +39.4% | +28.7% | +10.7% | +28.5% |
| 3Y | +54.3% | +111.8% | -57.5% | +22.0% |
| 5Y | +39.6% | +189.1% | -149.5% | +0.5% |
| 10Y | +288.9% | +519.8% | -230.9% | +122.6% |
| All | +4,900.3% | +9,772.9% | -4,872.5% | +1,893.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling