+51.7%
UNP vs IWF
+72.9%
-21.1%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.5% | -0.8% | -1.1% |
| 7D | -1.7% | +0.5% | -2.3% | -1.9% |
| 30D | -2.1% | -1.4% | -0.7% | -1.6% |
| 3M | +5.4% | +0.4% | +5.0% | +4.9% |
| 6M | +13.4% | +8.5% | +4.9% | +8.8% |
| YTD | +25.0% | +3.7% | +21.3% | +22.2% |
| 1Y | +34.6% | +8.5% | +26.1% | +28.6% |
| 3Y | +43.6% | +78.5% | -34.9% | +6.5% |
| 5Y | +51.7% | +73.6% | -21.9% | +7.8% |
| All | +51.7% | +72.9% | -21.1% | +7.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling