+54.1%
UNP vs IVZ
+147.9%
-93.8%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.7% |
| 7D | -2.1% | -2.8% | +0.7% | -1.5% |
| 30D | +7.3% | -2.2% | +9.4% | +7.6% |
| 3M | +3.6% | -8.1% | +11.7% | +5.3% |
| 6M | +15.8% | +3.8% | +12.1% | +13.9% |
| YTD | +32.6% | +11.5% | +21.1% | +27.4% |
| 1Y | +37.2% | +23.7% | +13.5% | +28.1% |
| All | +54.1% | +147.9% | -93.8% | +12.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling