+4,444.5%
UNP vs IWD
+726.5%
+3,718.0%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.8% | +0.8% |
| 7D | -5.3% | -0.3% | -5.1% | -5.1% |
| 30D | -1.5% | +0.6% | -2.1% | -2.1% |
| 3M | +10.3% | +7.2% | +3.0% | +3.0% |
| 6M | +9.7% | +16.2% | -6.5% | -5.2% |
| YTD | +27.1% | +23.3% | +3.8% | +3.8% |
| 1Y | +32.6% | +29.6% | +3.0% | +3.2% |
| 3Y | +40.0% | +70.5% | -30.5% | -16.0% |
| 5Y | +50.8% | +73.5% | -22.6% | -11.2% |
| 10Y | +278.6% | +198.3% | +80.3% | +35.5% |
| All | +4,444.5% | +726.5% | +3,718.0% | +594.4% |
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