+166.4%
IWM vs UNH
+235.3%
-69.0%
-41.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -2.4% | +2.8% | +1.1% |
| 7D | -2.4% | -4.5% | +2.1% | -1.1% |
| 30D | -4.6% | -6.5% | +2.0% | -2.8% |
| 3M | -0.3% | -6.0% | +5.7% | +1.3% |
| 6M | +14.7% | +33.7% | -18.9% | +4.8% |
| YTD | +17.8% | +16.4% | +1.5% | +10.8% |
| 1Y | +21.2% | +10.1% | +11.1% | +15.7% |
| 3Y | +62.3% | -16.3% | +78.6% | +58.2% |
| 5Y | +38.7% | +2.1% | +36.6% | +21.1% |
| All | +166.4% | +235.3% | -69.0% | +46.1% |
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