+66.0%
IWM vs UNH
-11.7%
+77.6%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.9% | -1.4% | -0.5% |
| 7D | +1.4% | +1.1% | +0.3% | +1.3% |
| 30D | -2.3% | -1.5% | -0.8% | -2.2% |
| 3M | +4.0% | -0.8% | +4.8% | +4.0% |
| 6M | +17.9% | +41.8% | -23.9% | +14.5% |
| YTD | +20.2% | +23.1% | -2.9% | +17.6% |
| 1Y | +25.0% | +28.5% | -3.6% | +21.9% |
| 3Y | +66.0% | -11.8% | +77.7% | +61.0% |
| All | +66.0% | -11.7% | +77.6% | +61.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling