+4,901.2%
UNP vs IVZ
+1,117.8%
+3,783.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IVZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | -0.2% |
| 7D | -5.3% | +0.6% | -6.0% | -5.5% |
| 30D | -1.5% | +4.0% | -5.6% | -2.7% |
| 3M | +10.3% | +18.2% | -7.9% | +4.6% |
| 6M | +9.7% | +32.8% | -23.2% | +0.1% |
| YTD | +27.1% | +28.7% | -1.6% | +16.7% |
| 1Y | +32.6% | +55.4% | -22.8% | +14.9% |
| 3Y | +40.0% | +135.2% | -95.2% | +4.6% |
| 5Y | +50.8% | +64.2% | -13.3% | +21.5% |
| 10Y | +278.6% | +64.6% | +214.0% | +181.9% |
| All | +4,901.2% | +1,117.8% | +3,783.4% | +2,215.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling