+284.7%
UNP vs IWD
+205.9%
+78.8%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.2% |
| 7D | -4.6% | -0.5% | -4.1% | -4.1% |
| 30D | +5.6% | +2.7% | +3.0% | +2.9% |
| 3M | -1.3% | +0.9% | -2.2% | -2.3% |
| 6M | +9.2% | +10.5% | -1.3% | -1.7% |
| YTD | +27.3% | +23.7% | +3.6% | +2.2% |
| 1Y | +35.9% | +28.7% | +7.2% | +4.7% |
| 3Y | +45.5% | +79.7% | -34.2% | -20.4% |
| 5Y | +36.0% | +69.7% | -33.7% | -21.4% |
| All | +284.7% | +205.9% | +78.8% | +12.9% |
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