+4,833.4%
UNP vs IYR
+700.6%
+4,132.8%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IYR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.7% | +0.9% | +0.6% |
| 7D | -5.3% | -1.2% | -4.1% | -4.7% |
| 30D | -1.5% | -2.9% | +1.3% | 0.0% |
| 3M | +10.3% | +0.8% | +9.4% | +9.7% |
| 6M | +9.7% | +1.9% | +7.8% | +8.5% |
| YTD | +27.1% | +9.6% | +17.5% | +20.8% |
| 1Y | +32.6% | +8.1% | +24.5% | +26.9% |
| 3Y | +40.0% | +29.2% | +10.8% | +20.7% |
| 5Y | +50.8% | +4.3% | +46.5% | +45.1% |
| 10Y | +278.6% | +64.7% | +213.9% | +181.7% |
| All | +4,833.4% | +700.6% | +4,132.8% | +1,283.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling