+43.8%
UNP vs IYR
+29.2%
+14.6%
-17.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.1% | -0.2% | -0.6% |
| 7D | -1.7% | -0.9% | -0.8% | -1.2% |
| 30D | -2.1% | -2.4% | +0.2% | -0.7% |
| 3M | +5.4% | -2.0% | +7.5% | +6.7% |
| 6M | +13.4% | +2.5% | +10.9% | +11.6% |
| YTD | +25.0% | +8.3% | +16.6% | +19.1% |
| 1Y | +34.6% | +6.5% | +28.1% | +29.4% |
| All | +43.8% | +29.2% | +14.6% | +25.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IYR.
Daily Out/Under-Performance
Portfolio return minus IYR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IYR 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 3y: compounded portfolio wealth divided by compounded IYR 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…
3y analysis · Full analysis span regression · 6 months rolling