+228.4%
UNH vs IAG
+427.6%
-199.2%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.8% | -3.2% | -2.4% |
| 7D | -4.5% | -1.1% | -3.5% | -4.5% |
| 30D | -6.5% | +12.1% | -18.7% | -6.9% |
| 3M | -6.0% | +25.5% | -31.5% | -6.8% |
| 6M | +33.7% | -7.1% | +40.8% | +33.5% |
| YTD | +16.4% | +22.9% | -6.5% | +15.1% |
| 1Y | +10.1% | +83.3% | -73.3% | +7.4% |
| 3Y | -16.3% | +808.5% | -824.8% | -22.0% |
| 5Y | +2.1% | +838.0% | -835.9% | -5.8% |
| All | +228.4% | +427.6% | -199.2% | +196.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IAG.
Daily Out/Under-Performance
Portfolio return minus IAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IAG 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 IAG 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