+757.4%
UNH vs ICE
+2,331.7%
-1,574.3%
-74.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.4% |
| 7D | +1.1% | -0.7% | +1.7% | +1.2% |
| 30D | -3.8% | +7.6% | -11.4% | -5.8% |
| 3M | +0.7% | +13.9% | -13.2% | -3.1% |
| 6M | +37.9% | -2.4% | +40.2% | +38.2% |
| YTD | +21.9% | +0.3% | +21.7% | +21.0% |
| 1Y | +31.4% | -6.4% | +37.8% | +32.8% |
| 3Y | -11.4% | +43.1% | -54.5% | -21.4% |
| 5Y | +2.5% | +42.1% | -39.6% | -9.6% |
| 10Y | +242.9% | +220.9% | +21.9% | +144.0% |
| All | +757.4% | +2,331.7% | -1,574.3% | +305.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 ICE 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