+738.6%
IVV vs UNH
+5,291.2%
-4,552.6%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.4% |
| 7D | -2.7% | -3.2% | +0.4% | -1.8% |
| 30D | -5.4% | +4.8% | -10.2% | -6.7% |
| 3M | -4.1% | -1.8% | -2.2% | -3.7% |
| 6M | +0.7% | +8.6% | -7.9% | -2.1% |
| YTD | +8.7% | +21.8% | -13.0% | +0.7% |
| 1Y | +11.0% | +25.8% | -14.9% | +1.6% |
| 3Y | +75.4% | -21.3% | +96.7% | +75.5% |
| 5Y | +68.3% | -5.3% | +73.7% | +56.9% |
| 10Y | +315.5% | +238.1% | +77.5% | +154.7% |
| All | +738.6% | +5,291.2% | -4,552.6% | +136.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling