+228.4%
UNH vs IEF
+3.8%
+224.6%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.2% | -2.2% | -2.5% |
| 7D | -4.5% | -1.3% | -3.2% | -5.1% |
| 30D | -6.5% | -1.7% | -4.8% | -7.3% |
| 3M | -6.0% | -2.5% | -3.5% | -7.1% |
| 6M | +33.7% | -3.3% | +36.9% | +31.6% |
| YTD | +16.4% | -2.8% | +19.2% | +14.9% |
| 1Y | +10.1% | -2.7% | +12.8% | +8.7% |
| 3Y | -16.3% | +8.9% | -25.2% | -12.0% |
| 5Y | +2.1% | -9.4% | +11.5% | -13.8% |
| All | +228.4% | +3.8% | +224.6% | +242.5% |
Cumulative growth
Daily Returns
Daily percentage return beside IEF.
Daily Out/Under-Performance
Portfolio return minus IEF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEF 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 IEF 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