+808.3%
IWM vs UNH
+5,361.0%
-4,552.8%
-58.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | UNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.9% | +1.2% | +0.6% |
| 7D | +0.1% | +1.1% | -1.0% | -0.3% |
| 30D | -1.3% | -3.8% | +2.5% | -0.1% |
| 3M | +1.6% | +0.7% | +0.9% | +1.1% |
| 6M | +13.6% | +37.9% | -24.3% | +1.8% |
| YTD | +20.8% | +21.9% | -1.2% | +11.3% |
| 1Y | +26.4% | +31.4% | -5.0% | +13.2% |
| 3Y | +60.7% | -11.4% | +72.1% | +54.3% |
| 5Y | +38.2% | +2.5% | +35.7% | +24.5% |
| 10Y | +169.5% | +242.9% | -73.4% | +55.8% |
| All | +808.3% | +5,361.0% | -4,552.8% | +145.6% |
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