+4,426.2%
UNP vs IWF
+724.4%
+3,701.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1990-01-01 to 2026-09-08.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.3% | -0.1% | -0.2% |
| 7D | -0.7% | +1.5% | -2.2% | -1.8% |
| 30D | -1.1% | -1.3% | +0.1% | -0.3% |
| 3M | +7.9% | +0.1% | +7.7% | +7.0% |
| 6M | +14.6% | +10.3% | +4.4% | +5.2% |
| YTD | +26.6% | +4.2% | +22.4% | +20.9% |
| 1Y | +35.6% | +9.3% | +26.3% | +24.3% |
| 3Y | +45.5% | +79.3% | -33.8% | -11.7% |
| 5Y | +50.0% | +73.8% | -23.8% | -9.8% |
| 10Y | +271.8% | +410.9% | -139.1% | -9.2% |
| All | +4,426.2% | +724.4% | +3,701.7% | +474.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IWF.
Daily Out/Under-Performance
Portfolio return minus IWF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IWF 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 1990-01-01 to 2026-09-08: compounded portfolio wealth divided by compounded IWF 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…
1990-01-01 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling