+277.6%
UNP vs IVZ
+65.9%
+211.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.8% |
| 7D | -1.8% | -2.4% | +0.6% | -1.0% |
| 30D | -2.7% | +3.0% | -5.8% | -3.7% |
| 3M | +6.5% | +14.9% | -8.4% | +1.2% |
| 6M | +14.4% | +36.7% | -22.4% | +2.0% |
| YTD | +24.8% | +25.7% | -0.9% | +14.0% |
| 1Y | +34.4% | +47.7% | -13.3% | +15.7% |
| 3Y | +43.6% | +138.8% | -95.2% | +0.9% |
| 5Y | +53.2% | +62.1% | -8.9% | +19.0% |
| All | +277.6% | +65.9% | +211.7% | +174.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IVZ.
Daily Out/Under-Performance
Portfolio return minus IVZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IVZ 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 10y: compounded portfolio wealth divided by compounded IVZ 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…
10y analysis · Full analysis span regression · 6 months rolling