+271.8%
UNP vs IWD
+195.2%
+76.7%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.8% | +0.4% | +0.4% |
| 7D | -0.7% | -0.2% | -0.6% | -0.6% |
| 30D | -1.1% | -0.8% | -0.4% | -0.4% |
| 3M | +7.9% | +8.0% | -0.2% | -0.4% |
| 6M | +14.6% | +18.2% | -3.6% | -3.7% |
| YTD | +26.6% | +22.3% | +4.3% | +2.7% |
| 1Y | +35.6% | +28.9% | +6.7% | +4.2% |
| 3Y | +45.5% | +71.5% | -26.0% | -16.6% |
| 5Y | +50.0% | +73.6% | -23.6% | -15.5% |
| 10Y | +271.8% | +194.7% | +77.1% | +17.1% |
| All | +271.8% | +195.2% | +76.7% | +17.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IWD.
Daily Out/Under-Performance
Portfolio return minus IWD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWD 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 IWD 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