+766.3%
IVV vs UNH
+5,411.4%
-4,645.1%
-55.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -0.5% | +1.8% | +1.4% |
| 7D | -0.9% | -1.6% | +0.7% | -0.5% |
| 30D | -2.3% | +6.5% | -8.8% | -4.2% |
| 3M | -1.2% | +0.8% | -2.0% | -1.6% |
| 6M | +3.3% | +6.1% | -2.7% | +1.1% |
| YTD | +12.3% | +24.5% | -12.1% | +3.4% |
| 1Y | +12.5% | +26.3% | -13.8% | +3.0% |
| 3Y | +79.2% | -20.7% | +99.9% | +78.9% |
| 5Y | +75.6% | -3.6% | +79.2% | +62.9% |
| 10Y | +313.4% | +225.1% | +88.3% | +156.4% |
| All | +766.3% | +5,411.4% | -4,645.1% | +142.3% |
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