+35.6%
UNP vs IWF
+6.4%
+29.2%
-12.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.4% |
| 7D | -1.2% | -1.7% | +0.5% | -1.2% |
| 30D | -2.0% | -1.8% | -0.1% | -2.0% |
| 3M | +7.5% | +1.5% | +6.1% | +7.4% |
| 6M | +15.3% | +7.7% | +7.6% | +12.9% |
| YTD | +25.4% | +2.7% | +22.7% | +23.4% |
| 1Y | +35.6% | +6.8% | +28.8% | +32.1% |
| All | +35.6% | +6.4% | +29.2% | +32.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling