+25.9%
IWM vs UNH
-4.1%
+30.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -0.5% | +1.4% | +1.0% |
| 7D | -0.3% | -1.6% | +1.2% | -0.1% |
| 30D | +1.9% | +6.5% | -4.6% | +1.0% |
| 3M | -5.7% | +0.8% | -6.5% | -5.8% |
| 6M | -0.3% | +6.1% | -6.3% | -1.2% |
| YTD | +15.8% | +24.5% | -8.7% | +11.3% |
| 1Y | +17.1% | +26.3% | -9.2% | +12.3% |
| 3Y | +73.1% | -20.7% | +93.8% | +74.1% |
| 5Y | +25.9% | -3.6% | +29.4% | +14.3% |
| All | +25.9% | -4.1% | +30.0% | +14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling