+226.8%
UNH vs IBB
+132.2%
+94.7%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IBB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.1% | +3.0% | +2.4% |
| 7D | +0.2% | +0.8% | -0.6% | -0.3% |
| 30D | +6.8% | +5.2% | +1.6% | +4.2% |
| 3M | -0.3% | +8.6% | -8.9% | -4.5% |
| 6M | +7.9% | +27.8% | -19.9% | -4.7% |
| YTD | +25.1% | +28.8% | -3.7% | +9.6% |
| 1Y | +29.3% | +36.4% | -7.1% | +10.1% |
| 3Y | -20.3% | +89.3% | -109.6% | -43.5% |
| 5Y | -3.6% | +43.3% | -46.8% | -22.0% |
| All | +226.8% | +132.2% | +94.7% | +93.0% |
Cumulative growth
Daily Returns
Daily percentage return beside IBB.
Daily Out/Under-Performance
Portfolio return minus IBB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IBB 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 IBB 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