+278.9%
UNP vs IWF
+383.8%
-104.9%
-38.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.1% | +0.5% | +0.1% |
| 7D | +4.2% | +2.8% | +1.4% | +2.5% |
| 30D | +5.6% | -7.5% | +13.1% | +10.3% |
| 3M | +2.0% | -8.5% | +10.5% | +7.0% |
| 6M | +15.4% | -7.4% | +22.8% | +19.3% |
| YTD | +32.7% | -2.6% | +35.4% | +32.3% |
| 1Y | +39.4% | -1.8% | +41.3% | +38.1% |
| 3Y | +54.3% | +65.5% | -11.2% | +3.8% |
| 5Y | +39.6% | +55.8% | -16.2% | -3.6% |
| All | +278.9% | +383.8% | -104.9% | -4.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling