-16.3%
UNH vs IEFA
+65.7%
-82.0%
-61.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +1.0% | -3.4% | -2.5% |
| 7D | -4.5% | -1.6% | -3.0% | -4.3% |
| 30D | -6.5% | -1.5% | -5.0% | -6.3% |
| 3M | -6.0% | +3.4% | -9.4% | -6.6% |
| 6M | +33.7% | +9.5% | +24.2% | +31.0% |
| YTD | +16.4% | +13.0% | +3.3% | +13.0% |
| 1Y | +10.1% | +18.0% | -7.9% | +5.8% |
| 3Y | -16.3% | +65.4% | -81.7% | -20.4% |
| All | -16.3% | +65.7% | -82.0% | -20.4% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 3y: compounded portfolio wealth divided by compounded IEFA 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…
3y analysis · Full analysis span regression · 6 months rolling