+4,453.0%
UNP vs IWD
+728.9%
+3,724.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.3% | -2.3% |
| 7D | -4.6% | -0.5% | -4.1% | -4.1% |
| 30D | +5.6% | +2.7% | +3.0% | +3.1% |
| 3M | -1.3% | +0.9% | -2.2% | -2.2% |
| 6M | +9.2% | +10.5% | -1.3% | -1.0% |
| YTD | +27.3% | +23.7% | +3.6% | +3.7% |
| 1Y | +35.9% | +28.7% | +7.2% | +6.5% |
| 3Y | +45.5% | +79.7% | -34.2% | -17.0% |
| 5Y | +36.0% | +69.7% | -33.7% | -18.3% |
| 10Y | +307.2% | +211.4% | +95.8% | +39.9% |
| All | +4,453.0% | +728.9% | +3,724.0% | +593.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling