+1,990.6%
UNH vs IAG
+368.9%
+1,621.7%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -1.8% | +2.7% | +1.0% |
| 7D | +1.1% | +4.3% | -3.1% | +1.0% |
| 30D | -1.5% | +9.8% | -11.3% | -2.0% |
| 3M | -0.8% | +28.9% | -29.8% | -2.0% |
| 6M | +41.8% | -7.6% | +49.4% | +41.7% |
| YTD | +23.1% | +22.0% | +1.1% | +21.3% |
| 1Y | +28.5% | +99.5% | -71.0% | +24.0% |
| 3Y | -11.8% | +818.3% | -830.0% | -20.5% |
| 5Y | +5.3% | +785.9% | -780.6% | -6.4% |
| 10Y | +247.4% | +381.1% | -133.7% | +206.3% |
| All | +1,990.6% | +368.9% | +1,621.7% | +1,549.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling