+4,894.9%
UNP vs IRM
+9,658.3%
-4,763.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.5% | -1.0% | +0.1% |
| 7D | -2.1% | -5.3% | +3.2% | -0.8% |
| 30D | +7.3% | -2.3% | +9.6% | +7.7% |
| 3M | +3.6% | -7.4% | +11.1% | +5.2% |
| 6M | +15.8% | -12.2% | +28.1% | +18.8% |
| YTD | +32.6% | +38.6% | -6.1% | +20.0% |
| 1Y | +37.2% | +14.9% | +22.3% | +30.1% |
| 3Y | +52.6% | +108.2% | -55.6% | +21.2% |
| 5Y | +40.6% | +183.8% | -143.3% | +1.7% |
| 10Y | +288.4% | +512.6% | -224.2% | +123.1% |
| All | +4,894.9% | +9,658.3% | -4,763.4% | +1,896.8% |
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