+40.4%
UNP vs IWF
+58.9%
-18.5%
-31.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | +2.1% | +5.3% | -3.2% | +0.1% |
| 30D | +7.7% | -8.6% | +16.3% | +11.2% |
| 3M | +4.0% | -6.5% | +10.6% | +6.4% |
| 6M | +15.7% | -5.6% | +21.3% | +17.3% |
| YTD | +33.5% | -1.5% | +35.0% | +32.7% |
| 1Y | +38.9% | -2.8% | +41.8% | +38.8% |
| 3Y | +53.7% | +67.1% | -13.5% | +16.9% |
| 5Y | +40.4% | +57.6% | -17.2% | +3.5% |
| All | +40.4% | +58.9% | -18.5% | +3.5% |
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