+278.9%
UNP vs IWD
+203.0%
+75.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.2% | -0.8% | -0.8% |
| 7D | +4.2% | +2.3% | +2.0% | +1.9% |
| 30D | +5.6% | +3.6% | +2.0% | +1.9% |
| 3M | +2.0% | +2.2% | -0.1% | -0.2% |
| 6M | +15.4% | +13.0% | +2.4% | +1.7% |
| YTD | +32.7% | +26.5% | +6.2% | +4.1% |
| 1Y | +39.4% | +30.1% | +9.3% | +6.3% |
| 3Y | +54.3% | +84.9% | -30.6% | -17.9% |
| 5Y | +39.6% | +73.4% | -33.7% | -21.0% |
| All | +278.9% | +203.0% | +75.9% | +16.5% |
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