+143.5%
IWM vs UNH
+226.7%
-83.2%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.6% | -0.9% | -0.5% |
| 7D | +1.4% | +3.4% | -2.0% | +0.5% |
| 30D | +2.3% | +3.0% | -0.7% | +1.4% |
| 3M | -8.3% | +2.7% | -11.0% | -9.1% |
| 6M | -1.3% | +2.8% | -4.1% | -2.5% |
| YTD | +13.5% | +25.9% | -12.4% | +4.3% |
| 1Y | +18.4% | +25.8% | -7.4% | +8.7% |
| 3Y | +69.6% | -20.0% | +89.6% | +70.9% |
| 5Y | +23.3% | -2.8% | +26.1% | +11.7% |
| All | +143.5% | +226.7% | -83.2% | +44.1% |
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