+68.2%
IVV vs UNH
-5.6%
+73.7%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -3.2% | +0.4% | -2.3% |
| 30D | -5.4% | +4.8% | -10.2% | -5.9% |
| 3M | -4.1% | -1.8% | -2.2% | -3.9% |
| 6M | +0.7% | +8.6% | -7.9% | -0.4% |
| YTD | +8.7% | +21.8% | -13.0% | +5.3% |
| 1Y | +11.0% | +25.8% | -14.9% | +7.0% |
| 3Y | +75.4% | -21.3% | +96.7% | +77.4% |
| All | +68.2% | -5.6% | +73.7% | +55.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling