+4,673.3%
UNP vs IWF
+679.4%
+3,993.9%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IWF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +1.0% |
| 7D | +2.1% | +5.3% | -3.2% | -1.7% |
| 30D | +7.7% | -8.6% | +16.3% | +14.4% |
| 3M | +4.0% | -6.5% | +10.6% | +8.4% |
| 6M | +15.7% | -5.6% | +21.3% | +18.6% |
| YTD | +33.5% | -1.5% | +35.0% | +31.9% |
| 1Y | +38.9% | -2.8% | +41.8% | +38.4% |
| 3Y | +53.7% | +67.1% | -13.5% | -2.2% |
| 5Y | +40.4% | +57.6% | -17.2% | -9.6% |
| 10Y | +291.1% | +390.4% | -99.2% | -2.5% |
| All | +4,673.3% | +679.4% | +3,993.9% | +527.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling