+322.1%
IVV vs UNH
+242.5%
+79.6%
-33.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.9% | +1.5% | +0.1% |
| 7D | -0.4% | -1.7% | +1.3% | +0.1% |
| 30D | -1.4% | -3.8% | +2.5% | -0.4% |
| 3M | +3.7% | -4.3% | +8.0% | +4.7% |
| 6M | +13.0% | +38.6% | -25.6% | +2.6% |
| YTD | +12.4% | +20.7% | -8.2% | +4.9% |
| 1Y | +18.6% | +16.0% | +2.6% | +11.7% |
| 3Y | +78.1% | -13.5% | +91.6% | +72.0% |
| 5Y | +82.3% | +3.5% | +78.8% | +59.5% |
| 10Y | +322.1% | +245.3% | +76.8% | +140.1% |
| All | +322.1% | +242.5% | +79.6% | +140.1% |
Cumulative growth
Daily Returns
Daily percentage return beside UNH.
Daily Out/Under-Performance
Portfolio return minus UNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × UNH 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 10y: compounded portfolio wealth divided by compounded UNH 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…
10y analysis · Full analysis span regression · 6 months rolling